The role of the isotonizing algorithm in Stein's covariance matrix estimator
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Publication:333380
DOI10.1007/s00180-016-0672-4zbMath1348.65035OpenAlexW2476215197WikidataQ115149149 ScholiaQ115149149MaRDI QIDQ333380
Brett Naul, Bala Rajaratnam, Dario Vincenzi
Publication date: 28 October 2016
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-016-0672-4
Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12)
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Cites Work
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