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Télécharger le livre : Shrinkage Estimation for Mean and Covariance Matrices
Tatsuya Kubokawa , Hisayuki Tsukuma
Shrinkage Estimation for Mean and Covariance Matrices
This book provides a self-contained introduction to shrinkage estimation for matrix-variate normal distribution models. More specifically, it presents recent techniques and results in estimation of mean and covariance matrices with a high-dimensional setting that...
Editeur : Springer
Parution : 2020-04-16
Collection : SpringerBriefs in Statistics
Format(s) : PDF, ePub
63,29 €
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