Regularized estimation of large covariance matrices (Q2477058): Difference between revisions
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Revision as of 06:43, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularized estimation of large covariance matrices |
scientific article |
Statements
Regularized estimation of large covariance matrices (English)
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12 March 2008
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covariance matrix
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regularization
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banding
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Cholesky decomposition
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