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Eigenvector distributions and optimal shrinkage estimators for large covariance and precision matrices

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Ding, Xiucai, Li, Yun, Yang, Fan
Formato:	Preprint
Publicado:	2024
Materias:	Statistics Theory Probability 60K35
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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