Volume 4, Issue 1 2005 Article 32 Statistical Applications in Genetics and Molecular Biology A Shrinkage Approach to Large-Scale Covariance Matrix Estimation and Implications for Functional Genomics Juliane Schäfer, Department of Statistics, University of Munich, Germany Korbinian Strimmer, Department of Statistics, University of Munich, Germany Recommended Citation: Schäfer, Juliane and Strimmer, Korbinian (2005) "A Shrinkage Approach to Large-Scale Covariance Matrix Estimation and Implications for Functional Genomics," Statistical Applications in Genetics and Molecular Biology: Vol. 4: Iss. 1, Article 32. DOI: 10.2202/1544-6115.1175 ©2005 by the authors. All rights reserved. Brought to you by | Universitätsbibliothek Potsdam Authenticated Download Date | 10/14/14 11:00 AM