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"Shrinkage estimators for large covariance matrices in multivariate real ..."
Yoshihiko Konno (2009)
- Yoshihiko Konno:
Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss. J. Multivar. Anal. 100(10): 2237-2253 (2009)
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