Multivariate regression shrinkage estimators with unknown covariance matrix

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  2. Multivariate regression shrinkage estimators with unknown covariance matrix

Multivariate regression shrinkage estimators with unknown covariance matrix

TitleMultivariate regression shrinkage estimators with unknown covariance matrix
Publication TypeJournal Article
Year of Publication1982
AuthorsBrown, PJ, Zidek, JV
JournalScandinavian Journal of Statistics
Pagination209–215