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Shrinkage Estimators for Covariance Matrices
Estimation of covariance matrices in small samples has been studied by many authors. Standard estimators, like the unstructured maximum likelihood estimator (ML) or restricted maximum likelihood (REML) estimator, can be very unstable with the smallest estimated eigenvalues being too small and the la...
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| Main Authors: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2001
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2748251/ https://ncbi.nlm.nih.gov/pubmed/11764258 |
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