Error covariance matrix estimation using ridge estimator
Year of publication: |
2013
|
---|---|
Authors: | Luo, June ; Kulasekera, K.B. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 1, p. 257-264
|
Publisher: |
Elsevier |
Subject: | High dimension | Error covariance matrix | Ridge estimation | Asymptotic property |
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