Shrinkage estimation of large dimensional precision matrix using random matrix theory (Q2950201): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 21:16, 3 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Shrinkage estimation of large dimensional precision matrix using random matrix theory |
scientific article |
Statements
Shrinkage estimation of large dimensional precision matrix using random matrix theory (English)
0 references
8 October 2015
0 references
large dimensional data
0 references
precision matrix
0 references
random matrix theory
0 references
ridge-type estimator
0 references
shrinkage estimation
0 references