A Cholesky-based estimation for large-dimensional covariance matrices (Q5037036): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: spcov / rank | |||
Normal rank | |||
Revision as of 10:08, 28 February 2024
scientific article; zbMATH DE number 7481454
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Cholesky-based estimation for large-dimensional covariance matrices |
scientific article; zbMATH DE number 7481454 |
Statements
A Cholesky-based estimation for large-dimensional covariance matrices (English)
0 references
25 February 2022
0 references
Cholesky factor
0 references
ensemble estimate
0 references
large-dimensional
0 references
ordering of variables
0 references
positive definite
0 references
