Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions

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Publication:1659485

DOI10.1016/j.csda.2015.09.011zbMath1468.62087OpenAlexW1827518550MaRDI QIDQ1659485

Tatsuya Kubokawa, Yuki Ikeda, Muni S. Srivastava

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://www.cirje.e.u-tokyo.ac.jp/research/dp/2015/2015cf970.pdf



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