Direct shrinkage estimation of large dimensional precision matrix

Taras Bodnar, Arjun K. Gupta, Nestor Parolya. Direct shrinkage estimation of large dimensional precision matrix. J. Multivariate Analysis, 146:223-236, 2016. [doi]

Authors

Taras Bodnar

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Arjun K. Gupta

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Nestor Parolya

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