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A Stein’s approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric
Work
Year: 2020
Type: article
Source: Statistics & Probability Letters
Authors Olivier Besson, François Vincent, Xavier Gendre
Institution Institut Superieur de l'Aeronautique et de l'Espace (ISAE-SUPAERO)
Cites: 36
Cited by:
Related to: 10
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Citation percentile (by year/subfield):
Topic: Random Matrices and Applications
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze