A shrinkage approach to joint estimation of multiple covariance matrices (Q2036300)
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scientific article; zbMATH DE number 7364108
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A shrinkage approach to joint estimation of multiple covariance matrices |
scientific article; zbMATH DE number 7364108 |
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A shrinkage approach to joint estimation of multiple covariance matrices (English)
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28 June 2021
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covariance matrices
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joint estimation
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optimal estimator
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quadratic loss function
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shrinkage parameter
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Stein loss function
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