Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators

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Publication:406518

DOI10.1016/j.jmva.2014.06.018zbMath1306.62119arXiv1401.4083OpenAlexW2115972246MaRDI QIDQ406518

Romain Couillet, Matthew R. McKay

Publication date: 8 September 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.4083



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