On the consistent estimators of the population covariance matrix and its reparameterizations
Preprint in arXiv (May 2024)
High-Dimensional Covariance Matrix Estimation
Springer International Publishing
The most recent citing publications are shown below. View all 3 publications that cite this research output on Dimensions.
On the orthogonally equivariant estimators of a covariance matrix
Preprint in arXiv (May 2024)
Large covariance matrix estimation via penalized log-det heuristics
Preprint in arXiv (September 2022)