Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix (Q901577)
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scientific article; zbMATH DE number 6528968
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| English | Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix |
scientific article; zbMATH DE number 6528968 |
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Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix (English)
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12 January 2016
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covariance matrix
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shrinkage estimation
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high-dimensional data analysis
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0.8996777534484863
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0.841479480266571
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0.835033655166626
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0.8266162872314453
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