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An Introduction to Shrinkage Estimation of the...
Journal article

An Introduction to Shrinkage Estimation of the Covariance Matrix: A Pedagogic Illustration

Authors

Kwan CCY

Journal

Spreadsheets in Education, Vol. 4, No. 3,

Publisher

Bond University

Publication Date

2011

ISSN

1448-6156

Labels

Fields of Research (FoR)