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Robust Shrinkage Estimation of High-Dimensional Covariance Matrices - MaRDI portal

Robust Shrinkage Estimation of High-Dimensional Covariance Matrices (Q4573154)

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scientific article; zbMATH DE number 6905933
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Robust Shrinkage Estimation of High-Dimensional Covariance Matrices
scientific article; zbMATH DE number 6905933

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    Robust Shrinkage Estimation of High-Dimensional Covariance Matrices (English)
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    18 July 2018
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