"Shrinkage estimators for large covariance matrices in multivariate real ..."

Yoshihiko Konno (2009)

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DOI: 10.1016/J.JMVA.2009.05.002

access: open

type: Journal Article

metadata version: 2021-02-17

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Yoshihiko Konno:
Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss. J. Multivar. Anal. 100(10): 2237-2253 (2009)

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