Nonparametric estimation of large covariance matrices with conditional sparsity (Q2024473): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:47, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of large covariance matrices with conditional sparsity |
scientific article |
Statements
Nonparametric estimation of large covariance matrices with conditional sparsity (English)
0 references
4 May 2021
0 references
approximate factor model
0 references
kernel estimation
0 references
large covariance matrix
0 references
sparsity
0 references
uniform convergence
0 references
