"Comparison of linear shrinkage estimators of a large covariance matrix in ..."

Yuki Ikeda, Tatsuya Kubokawa, Muni S. Srivastava (2016)

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DOI: 10.1016/J.CSDA.2015.09.011

access: closed

type: Journal Article

metadata version: 2020-02-18

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Yuki Ikeda, Tatsuya Kubokawa, Muni S. Srivastava:
Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions. Comput. Stat. Data Anal. 95: 95-108 (2016)

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