Linear pooling of sample covariance matrices

Mathematics

• Classes 100%
• Sample Covariance Matrix 100%
• Covariance Matrix 80%
• Matrix 40%
• Linear Combination 40%
• Sample Size 40%
• Parameters 20%
• Order 20%
• Numerical Simulation 20%
• Samples 20%
• Optimization 20%
• Squared Error 20%
• Simulation Study 20%
• Minimizes 20%
• Regularization 20%
• Variance 20%
• Elliptically Symmetric Distribution 20%
• Covariance Matrix Estimation 20%