Jianbo Li, Jie Zhou, Bin Zhang. Improved Shrinkage-to-Tapering Estimation for High-Dimensional Covariance Matrices. In 21st International Conference on Information Fusion, FUSION 2018, Cambridge, UK, July 10-13, 2018. pages 1-5, IEEE, 2018. [doi]
@inproceedings{LiZZ18-6,
title = {Improved Shrinkage-to-Tapering Estimation for High-Dimensional Covariance Matrices},
author = {Jianbo Li and Jie Zhou and Bin Zhang},
year = {2018},
doi = {10.23919/ICIF.2018.8455450},
url = {https://doi.org/10.23919/ICIF.2018.8455450},
researchr = {https://researchr.org/publication/LiZZ18-6},
cites = {0},
citedby = {0},
pages = {1-5},
booktitle = {21st International Conference on Information Fusion, FUSION 2018, Cambridge, UK, July 10-13, 2018},
publisher = {IEEE},
isbn = {978-0-9964527-6-2},
}