Core Shrinkage Covariance Estimation for Matrix-variate Data

DOI10.48550/arXiv.2207.12484arXiv2207.12484MaRDI QIDQ100447

Peter Hoff, Andrew McCormack, Anru R. Zhang

Publication date: 25 July 2022

Mathematics Subject Classification ID

62H20: Measures of association (correlation, canonical correlation, etc.)

15A23: Factorization of matrices

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