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.
|Date of publication||2017-07-11 21:18:11 UTC|
|Maintainer||Anestis Touloumis <A.Touloumis@brighton.ac.uk>|
|License||GPL-2 | GPL-3|
|Package repository||View on CRAN|
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