Forward adaptive banding for estimating large covariance matrices (Q3107974): Difference between revisions
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Latest revision as of 14:20, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward adaptive banding for estimating large covariance matrices |
scientific article |
Statements
Forward adaptive banding for estimating large covariance matrices (English)
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28 December 2011
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BIC
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lasso
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modified Cholesky decomposition
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variable selection
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