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Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings
Author(s):
Anestis Touloumis
,
A Touloumis
Publication date:
2015
Journal:
Comput. Stat. Data Anal.
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Numerical Algebra, Matrix Theory, Differential-Algebraic Equations, and Control Theory
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DOI::
10.1016/j.csda.2014.10.018
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