Shrinkage estimation of large dimensional precision matrix using random matrix theory (Q2950201): Difference between revisions
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Revision as of 01:07, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage estimation of large dimensional precision matrix using random matrix theory |
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Shrinkage estimation of large dimensional precision matrix using random matrix theory (English)
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8 October 2015
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large dimensional data
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precision matrix
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random matrix theory
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ridge-type estimator
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shrinkage estimation
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