Shrinkage estimation of large covariance matrices: keep it simple, statistician? (Q2237812)
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scientific article; zbMATH DE number 7415709
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| English | Shrinkage estimation of large covariance matrices: keep it simple, statistician? |
scientific article; zbMATH DE number 7415709 |
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Shrinkage estimation of large covariance matrices: keep it simple, statistician? (English)
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28 October 2021
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large-dimensional asymptotics
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random matrix theory
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rotation equivariance
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0.9098919
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0.9048712
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0.9038299
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0.90250516
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0.8975283
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0.89159703
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0.89067745
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