A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (Q2216965)
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scientific article; zbMATH DE number 7287581
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| English | A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric |
scientific article; zbMATH DE number 7287581 |
Statements
A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (English)
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18 December 2020
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Cholesky factor
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covariance matrix estimation
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regularization
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Steins's estimation
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0.7972373962402344
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0.7924726605415344
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0.781858503818512
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0.7759447693824768
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0.772871732711792
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