Vol. 4, Issue 3, 2011December 31, 2010 EDT
ccby-nc-nd-4.0
An Introduction to Shrinkage Estimation of the Covariance Matrix: A Pedagogic Illustration
An Introduction to Shrinkage Estimation of the Covariance Matrix: A Pedagogic Illustration
Kwan, Clarence C. Y. 2011. “An Introduction to Shrinkage Estimation of the Covariance Matrix: A Pedagogic Illustration.” Spreadsheets in Education 4 (3).