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Improved multivariate normal mean estimation with unknown covariance
  when p is greater than n

Improved multivariate normal mean estimation with unknown covariance when p is greater than n

27 February 2013
Didier Chételat
M. Wells
ArXivPDFHTML

Papers citing "Improved multivariate normal mean estimation with unknown covariance when p is greater than n"

1 / 1 papers shown
Title
Regularized estimation of large covariance matrices
Regularized estimation of large covariance matrices
Peter J. Bickel
Elizaveta Levina
375
1,385
0
13 Mar 2008
1