The comparison of the estimators of banded toeplitz covariance structure under the high-dimensional multivariate model (Q5088000): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 13:32, 8 February 2024
scientific article; zbMATH DE number 7552621
Language | Label | Description | Also known as |
---|---|---|---|
English | The comparison of the estimators of banded toeplitz covariance structure under the high-dimensional multivariate model |
scientific article; zbMATH DE number 7552621 |
Statements
The comparison of the estimators of banded toeplitz covariance structure under the high-dimensional multivariate model (English)
0 references
4 July 2022
0 references
covariance matrix
0 references
projection
0 references
shrinkage
0 references
Toeplitz matrix
0 references