A Cholesky-based estimation for large-dimensional covariance matrices (Q5037036): Difference between revisions

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Latest revision as of 03:07, 28 July 2024

scientific article; zbMATH DE number 7481454
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A Cholesky-based estimation for large-dimensional covariance matrices
scientific article; zbMATH DE number 7481454

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    A Cholesky-based estimation for large-dimensional covariance matrices (English)
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    25 February 2022
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    Cholesky factor
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    ensemble estimate
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    large-dimensional
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    ordering of variables
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    positive definite
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