High dimensional covariance matrix estimation using multi-factor models from incomplete information (Q2515313): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Fang Fang Xu / rank | |||
| Property / author | |||
| Property / author: Jian Chao Huang / rank | |||
| Property / author | |||
| Property / author: ZaiWen Wen / rank | |||
Revision as of 16:46, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High dimensional covariance matrix estimation using multi-factor models from incomplete information |
scientific article |
Statements
High dimensional covariance matrix estimation using multi-factor models from incomplete information (English)
0 references
31 July 2015
0 references
high dimensional covariance matrix estimation
0 references
multi-factor model
0 references
matrix completion
0 references
alternating direction method of multipliers
0 references
