"Fixed support positive-definite modification of covariance matrix ..."

Young-Geun Choi et al. (2019)

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DOI: 10.1016/J.JMVA.2018.12.002

access: closed

type: Journal Article

metadata version: 2021-08-31

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Young-Geun Choi, Johan Lim, Anindya Roy, Junyong Park:
Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage. J. Multivar. Anal. 171: 234-249 (2019)

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