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Volumn 55, Issue 5, 2011, Pages 1909-1918

Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix

Author keywords

Covariance matrix; High dimensional data analysis; Shrinkage estimation

Indexed keywords

CLASSIFICATION ANALYSIS; COMMONLY USED; CONVEX COMBINATIONS; DATA ANALYSIS; HIGH DIMENSIONAL DATA; HIGH-DIMENSIONAL; ILL-CONDITIONED; MULTIVARIATE NORMAL; OPTIMAL COMBINATION; SAMPLE COVARIANCE MATRIX; SHRINKAGE ESTIMATOR; SIMULATION STUDIES; TARGET MATRICES;

EID: 79251594741     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2010.12.006     Document Type: Article
Times cited : (89)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.