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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.
Package details 


Author  Anestis Touloumis 
Maintainer  Anestis Touloumis <[email protected]> 
License  GPL2  GPL3 
Version  1.2.0 
URL  http://github.com/AnestisTouloumis/ShrinkCovMat 
Package repository  View on CRAN 
Installation 
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