The role of the isotonizing algorithm in Stein's covariance matrix estimator (Q333380)
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scientific article; zbMATH DE number 6645362
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| English | The role of the isotonizing algorithm in Stein's covariance matrix estimator |
scientific article; zbMATH DE number 6645362 |
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The role of the isotonizing algorithm in Stein's covariance matrix estimator (English)
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28 October 2016
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covariance matrix estimation
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eigenvalues
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shrinkage
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Steinian estimation
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isotonized estimator
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risks
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