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Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage.

Young-Geun ChoiJohan LimAnindya RoyJunyong Park
Published in: J. Multivar. Anal. (2019)
Keyphrases
  • covariance matrix
  • positive definite
  • covariance matrices
  • principal component analysis
  • sample size
  • symmetric matrix
  • kernel function
  • objective function
  • geometric structure
  • image denoising