✦ LIBER ✦

Error covariance matrix estimation using ridge estimator

✍ Scribed by June Luo; K.B. Kulasekera

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Improved HAC covariance matrix estimatio

✍ Chung-Ming Kuan; Yu-Wei Hsieh 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 699 KB

Covariance matrix estimation errors and

✍ Carlson, B.D. 📂 Article 📅 1988 🏛 IEEE 🌐 English ⚖ 423 KB

Bayesian covariance matrix estimation us

✍ Helen Armstrong; Christopher K. Carter; Kin Foon Kevin Wong; Robert Kohn 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 651 KB

A new estimator of covariance matrix

✍ Tiefeng Ma; Lijie Jia; Yingsheng Su 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 161 KB

Minimax estimators of a covariance matri

✍ F Perron 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 552 KB

Equivariant Estimators of the Covariance

✍ François Perron 📂 Article 📅 1990 🏛 John Wiley and Sons 🌐 French ⚖ 213 KB