Results 111 to 113 of about 239 (113)

Robust shrinkage M-estimators of large covariance matrices

2016
Nicolas Auguin, David Morales-Jiménez, Matthew R Mckay   +2 more
exaly  

Optimal Shrinkage Estimation

2012
openaire   +1 more source

Controlled shrinkage estimators (a class of estimators better than the least squares estimator, with respect to a general quadratic loss, for normal observations

Statistics, 1989
exaly