Regularized covariance matrix estimation under the common principal components model (Q5084728): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
(5 intermediate revisions by 3 users not shown) | |||
Property / author | |||
Property / author: Daan G. Nel / rank | |||
Property / author | |||
Property / author: Daan G. Nel / rank | |||
Normal rank | |||
Property / describes a project that uses | |||
Property / describes a project that uses: spcov / rank | |||
Normal rank | |||
Property / describes a project that uses | |||
Property / describes a project that uses: R / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/03610918.2015.1040499 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2275772153 / rank | |||
Normal rank |
Revision as of 00:18, 20 March 2024
scientific article; zbMATH DE number 7549479
Language | Label | Description | Also known as |
---|---|---|---|
English | Regularized covariance matrix estimation under the common principal components model |
scientific article; zbMATH DE number 7549479 |
Statements
Regularized covariance matrix estimation under the common principal components model (English)
0 references
28 June 2022
0 references
common principal components
0 references
covariance matrix
0 references
Monte Carlo simulation
0 references
principal component analysis
0 references
weighted estimator
0 references