Positive definite estimators of large covariance matrices
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Publication:2913862
DOI10.1093/biomet/ass025zbMath1437.62595OpenAlexW2097515331MaRDI QIDQ2913862
Publication date: 21 September 2012
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/ass025
Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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