Estimation of a high-dimensional covariance matrix with the Stein loss
Author:
Funder
Grant-in-Aid for Scientific Research
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference31 articles.
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4. Estimation of a covariance matrix under Stein’s loss;Dey;Ann. Statist.,1985
5. Singular random matrix decompositions: distributions;Díaz-García;J. Multivariate Anal.,2005
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