Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+H12
@@ Property / Mathematics Subject Classification ID: 62H12 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B52
@@ Property / Mathematics Subject Classification ID: 15B52 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6590304
@@ Property / zbMATH DE Number: 6590304 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+high dimensional data analysis
@@ Property / zbMATH Keywords: high dimensional data analysis / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+covariance matrix
@@ Property / zbMATH Keywords: covariance matrix / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Stieltjes transform
@@ Property / zbMATH Keywords: Stieltjes transform / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+data splitting
@@ Property / zbMATH Keywords: data splitting / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonlinear shrinkage
@@ Property / zbMATH Keywords: nonlinear shrinkage / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+factor model
@@ Property / zbMATH Keywords: factor model / rank @@
+Normal rank

Revision as of 20:11, 27 June 2023