Ridge-type covariance and precision matrix estimators of the multivariate normal distribution
Crossref DOI link: https://doi.org/10.1007/s00362-024-01610-9
Published Online: 2024-10-21
Published Print: 2024-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
van Wieringen, Wessel N. https://orcid.org/0000-0002-5100-9123
Leday, Gwenaƫl G. R.
Text and Data Mining valid from 2024-10-21
Version of Record valid from 2024-10-21
Article History
Received: 11 October 2023
Revised: 29 August 2024
Accepted: 5 September 2024
First Online: 21 October 2024