Core shrinkage covariance estimation for matrix-variate data (Q6627082)
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scientific article; zbMATH DE number 7933973
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Core shrinkage covariance estimation for matrix-variate data |
scientific article; zbMATH DE number 7933973 |
Statements
Core shrinkage covariance estimation for matrix-variate data (English)
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29 October 2024
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decorrelation
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equivariance
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Kronecker product
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matrix decomposition
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matrix square root
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whitening
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