Shrinking the Covariance Matrix Using Convex Penalties on the Matrix-Log Transformation
Work
Year: 2020
Type: article
Authors Mengxi Yi, David E. Tyler
Institutions University of International Business and Economics, Rutgers, The State University of New Jersey
Cites: 22
Cited by: 10
Related to: 10
FWCI: 0.927
Citation percentile (by year/subfield): 73.72
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: closed