Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102)
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scientific article; zbMATH DE number 6869892
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| English | Optimal estimation of a large-dimensional covariance matrix under Stein's loss |
scientific article; zbMATH DE number 6869892 |
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Optimal estimation of a large-dimensional covariance matrix under Stein's loss (English)
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18 May 2018
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large-dimensional asymptotics
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nonlinear shrinkage estimation
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random matrix theory
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rotation equivariance
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Stein's loss
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0.8595900535583496
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0.8455043435096741
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0.8452600240707397
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0.8203272223472595
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