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"Improved Stein-type shrinkage estimators for the high-dimensional ..."

Thomas J. Fisher, Xiaoqian Sun (2011)

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DOI: 10.1016/J.CSDA.2010.12.006

access: closed

type: Journal Article

metadata version: 2020-02-18

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Thomas J. Fisher, Xiaoqian Sun:
Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix. Comput. Stat. Data Anal. 55(5): 1909-1918 (2011)

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