The role of the isotonizing algorithm in Stein's covariance matrix estimator
type: Item
instance of: scholarly article
title: The role of the isotonizing algorithm in Stein's covariance matrix estimator
zbMATH Open document ID: 1348.65035
author: Brett Naul
author: Bala Rajaratnam
author: Dario Vincenzi
published in: Computational Statistics
publication date: 2016-10-28T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 6645362
zbMATH Keywords: covariance matrix estimation
zbMATH Keywords: eigenvalues
zbMATH Keywords: shrinkage
zbMATH Keywords: Steinian estimation
zbMATH Keywords: isotonized estimator
zbMATH Keywords: risks
MaRDI profile type: Publication
Wikidata QID: Q115149149
full work available at URL: s00180-016-0672-4
OpenAlex ID: W2476215197
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DOI: 10.1007/S00180-016-0672-4
description: scientific article; zbMATH DE number 6645362