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Ledoit-Wolf linear shrinkage with unknown mean
Journal of Multivariate Analysis (J. Multivar. Anal.), 2023
14 April 2023
Benoit Oriol
Alexandre Miot
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Papers citing
"Ledoit-Wolf linear shrinkage with unknown mean"
3 / 3 papers shown
Analysis of a multi-target linear shrinkage covariance estimator
Benoit Oriol
299
0
0
13 Mar 2025
Performance Analysis of Tyler's Covariance Estimator
IEEE Transactions on Signal Processing (IEEE TSP), 2014
I. Soloveychik
A. Wiesel
388
23
0
27 Jan 2014
Shrinkage Algorithms for MMSE Covariance Estimation
IEEE Transactions on Signal Processing (TSP), 2009
Yilun Chen
A. Wiesel
Yonina C. Eldar
Alfred Hero
343
507
0
27 Jul 2009
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