Jianbo Li, Jie Zhou, Bin Zhang, X. Rong Li. Estimation of high dimensional covariance matrices by shrinkage algorithms. In 20th International Conference on Information Fusion, FUSION 2017, Xi'an, China, July 10-13, 2017. pages 1-8, IEEE, 2017. [doi]
@inproceedings{LiZZL17-2,
title = {Estimation of high dimensional covariance matrices by shrinkage algorithms},
author = {Jianbo Li and Jie Zhou and Bin Zhang and X. Rong Li},
year = {2017},
doi = {10.23919/ICIF.2017.8009753},
url = {https://doi.org/10.23919/ICIF.2017.8009753},
researchr = {https://researchr.org/publication/LiZZL17-2},
cites = {0},
citedby = {0},
pages = {1-8},
booktitle = {20th International Conference on Information Fusion, FUSION 2017, Xi'an, China, July 10-13, 2017},
publisher = {IEEE},
isbn = {978-0-9964-5270-0},
}