Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)251-261
Number of pages11
JournalComputational Statistics & Data Analysis
Volume83
DOIs
Publication statusPublished - 31 Mar 2015

Bibliographical note

© 2015. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/

Keywords

  • Covariance matrix
  • High-dimensional settings
  • Nonparametric estimation
  • Shrinkage estimation

Cite this