Direct shrinkage estimation of large dimensional precision matrix
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Publication:268760
DOI10.1016/j.jmva.2015.09.010zbMath1338.60012arXiv1308.0931OpenAlexW2113344754MaRDI QIDQ268760
Nestor Parolya, Taras Bodnar, Arjun K. Gupta
Publication date: 15 April 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1308.0931
Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Random matrices (probabilistic aspects) (60B20) Order statistics; empirical distribution functions (62G30)
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Uses Software
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