Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix (Q901577)
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scientific article; zbMATH DE number 6528968
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix |
scientific article; zbMATH DE number 6528968 |
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Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix (English)
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12 January 2016
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covariance matrix
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shrinkage estimation
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high-dimensional data analysis
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