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Shrinkage estimation for mean and covariance matrices
This book provides a self-contained introduction to shrinkage estimation for matrix-variate normal distribution models. More specifically, it presents recent techniques and results in estimation of mean and covariance matrices with a high-dimensional setting that implies singularity of the sample co...
| Autores principales: | , |
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| Lenguaje: | eng |
| Publicado: |
Springer
2020
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| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-981-15-1596-5 http://cds.cern.ch/record/2717234 |