"Improved Shrinkage-to-Tapering Estimation for High-Dimensional Covariance ..."

Jianbo Li, Jie Zhou, Bin Zhang (2018)

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DOI: 10.23919/ICIF.2018.8455450

access: closed

type: Conference or Workshop Paper

metadata version: 2021-07-29

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Jianbo Li, Jie Zhou, Bin Zhang:
Improved Shrinkage-to-Tapering Estimation for High-Dimensional Covariance Matrices. FUSION 2018: 1-5

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