Timeline for convex combination of two covariance estimates
Current License: CC BY-SA 3.0
2 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 24, 2012 at 12:08 | comment | added | pierre robert | Since the optimal $\rho$ is dependent on $R$. I need something that is independent in online applications. | |
| Nov 23, 2012 at 20:43 | history | answered | pierre robert | CC BY-SA 3.0 |