Condition-number-regularized covariance estimation
| Year of publication: |
2013
|
|---|---|
| Authors: | Won, Joong-Ho ; Lim, Johan ; Kim, Seung-Jean ; Rajaratnam, Bala |
| Published in: |
Journal of the Royal Statistical Society Series B. - Royal Statistical Society - RSS, ISSN 1369-7412. - Vol. 75.2013, 3, p. 427-450
|
| Publisher: |
Royal Statistical Society - RSS |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010713420