Yuki Ikeda, Tatsuya Kubokawa, Muni S. Srivastava. Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions. Computational Statistics & Data Analysis, 95:95-108, 2016. [doi]
@article{IkedaKS16, title = {Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions}, author = {Yuki Ikeda and Tatsuya Kubokawa and Muni S. Srivastava}, year = {2016}, doi = {10.1016/j.csda.2015.09.011}, url = {http://dx.doi.org/10.1016/j.csda.2015.09.011}, researchr = {https://researchr.org/publication/IkedaKS16}, cites = {0}, citedby = {0}, journal = {Computational Statistics & Data Analysis}, volume = {95}, pages = {95-108}, }