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Shrinkage Estimation for Mean and Covariance Matrices
part of the JSS Research Series in Statistics series
part of the SpringerBriefs in Statistics series
- Binding:
- Paperback
- Pages:
- 112
- Published:
- April 16, 2020
- Edition:
- 2020
- Dimensions:
- 155x235x0 mm.
- Weight:
- 454 g.
Delivery:
2-4 weeks
Expected delivery: July 30, 2025
Description of Shrinkage Estimation for Mean and Covariance Matrices
This book provides a self-contained introduction to shrinkage estimation for matrix-variate normal distribution models.
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