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A shrinkage approach to joint estimation of multiple covariance matrices
Hu, Zongliang, Hu, Zhishui, Dong, Kai, Tong, Tiejun, Wang, YuedongJournal:
Metrika
DOI:
10.1007/s00184-020-00781-3
Date:
June, 2020
File:
PDF, 680 KB
2020