R-NL: Covariance Matrix Estimation for Elliptical Distributions Based on Nonlinear Shrinkage

Simon Hediger, Jeffrey Näf, Michael Wolf. R-NL: Covariance Matrix Estimation for Elliptical Distributions Based on Nonlinear Shrinkage. IEEE Transactions on Signal Processing, 71:1657-1668, 2023. [doi]

Abstract

Abstract is missing.