Condition-number-regularized covariance estimation

Rajaratnam, Bala, Kim, Seung-Jean, Lim, Johan, Won, Joong-Ho . Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2013. 75 (3) :427-450

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Bibtex

@article{CIS-448987,
  Author = {Rajaratnam, Bala and Kim, Seung-Jean and Lim, Johan and Won, Joong-Ho},
  Title = {Condition-number-regularized covariance estimation},
  Journal = {Journal of the Royal Statistical Society: Series B (Statistical Methodology)},
  Volume = {75},
  Number = {3},
  Year = {2013},
  Pages = {427--450},
  Keywords = {}
}

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