Unbiased risk estimation method for covariance estimation

Author: Lescornel Hélène   Loubes Jean-Michel   Chabriac Claudie  

Publisher: Edp Sciences

E-ISSN: 1262-3318|18|issue|251-264

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.18, Iss.issue, 2014-07, pp. : 251-264

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Abstract