Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance
Steland, Ansgar (Corresponding author)
Berlin [u.a.] : Springer (2018)
Contribution to a book, Journal Article
In: Statistical papers
Volume: 59
Issue: 4
Page(s)/Article-Nr.: 1441-1462
Identifier
- DOI: 10.1007/s00362-018-1040-y
- RWTH PUBLICATIONS: RWTH-2018-231848