Adaptive estimation of covariance matrices via Cholesky decomposition (Q1952094): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive estimation of covariance matrices via Cholesky decomposition |
scientific article |
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Adaptive estimation of covariance matrices via Cholesky decomposition (English)
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27 May 2013
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covariance matrix
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banding
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Cholesky decomposition
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directed graphical models
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penalized criterion
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minimax rate of estimation
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