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ShrinkCovMat: Shrinkage Covariance Matrix Estimators
Anestis Touloumis
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Dive into the research topics of 'ShrinkCovMat: Shrinkage Covariance Matrix Estimators'. Together they form a unique fingerprint.
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Mathematics
Covariance matrix
70%
Estimator
46%
High-dimensional
63%
Nonparametric Estimator
86%
Sample Size
60%
Shrinkage
88%
Shrinkage Estimator
100%