Weighted covariance matrix estimation
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Publication:2002720
DOI10.1016/j.csda.2019.04.017OpenAlexW2944926178MaRDI QIDQ2002720
Guangming Pan, Guangren Yang, Yi-Ming Liu
Publication date: 12 July 2019
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/10356/144459
Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12)
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