Provides nonparametric Steinian shrinkage estimators of the covariance matrix that are suitable in high dimensional settings, that is when the number of variables is larger than the sample size.
|Author||Anestis Touloumis [aut, cre] (0000-0002-5965-1639)|
|Maintainer||Anestis Touloumis <A.Touloumis@brighton.ac.uk>|
|License||GPL-2 | GPL-3|
|Package repository||View on CRAN|
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