The role of the isotonizing algorithm in Stein’s covariance matrix estimator

Document Details

Document Type
Pub Defense Publication
Publication Date
Aug 10, 2016
Source ID
10.1007/s00180-016-0672-4

Entities

People

  • Bala Rajaratnam
  • Brett Naul
  • Dario Vincenzi

Organizations

  • Defense Advanced Research Projects Agency
  • National Science Foundation
  • National Security Agency