Model averaging estimation for high-dimensional covariance matrices with a network structure (Q5083255): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3089943365 / rank | |||
Normal rank | |||
Revision as of 20:43, 19 March 2024
scientific article; zbMATH DE number 7546392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model averaging estimation for high-dimensional covariance matrices with a network structure |
scientific article; zbMATH DE number 7546392 |
Statements
Model averaging estimation for high-dimensional covariance matrices with a network structure (English)
0 references
22 June 2022
0 references
asymptotic optimality
0 references
consistency
0 references
covariance regression network model
0 references
Mallows criterion
0 references
model averaging
0 references
