"Direct shrinkage estimation of large dimensional precision matrix."

Taras Bodnar, Arjun K. Gupta, Nestor Parolya (2016)

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DOI: 10.1016/J.JMVA.2015.09.010

access: open

type: Journal Article

metadata version: 2021-02-17

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Taras Bodnar, Arjun K. Gupta, Nestor Parolya:
Direct shrinkage estimation of large dimensional precision matrix. J. Multivar. Anal. 146: 223-236 (2016)

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