Shrinkage estimation of large dimensional precision matrix using random matrix theory (Q2950201): Difference between revisions

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Latest revision as of 21:27, 19 March 2024

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Shrinkage estimation of large dimensional precision matrix using random matrix theory
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    Shrinkage estimation of large dimensional precision matrix using random matrix theory (English)
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    8 October 2015
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    large dimensional data
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    precision matrix
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    random matrix theory
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    ridge-type estimator
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    shrinkage estimation
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