Optimal High-Dimensional Shrinkage Covariance Estimation for Elliptical Distributions

Main Author: Ollila, Esa
Format: Proceeding eJournal
Terbitan: , 2018
Online Access: https://zenodo.org/record/1160168
Daftar Isi:
  • Publication in the conference proceedings of EUSIPCO, Kos island, Greece, 2017