Multivariate regression shrinkage estimators with unknown covariance matrix

Subscribe to email list

Please select the email list(s) to which you wish to subscribe.

User menu

You are here

  1. Department of Statistics
  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