SURE-tuned tapering estimation of large covariance matrices (Q2361207): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:38, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SURE-tuned tapering estimation of large covariance matrices |
scientific article |
Statements
SURE-tuned tapering estimation of large covariance matrices (English)
0 references
30 June 2017
0 references
covariance matrix
0 references
cross-validation
0 references
Frobenius norm
0 references
operator norms
0 references
SURE
0 references
tapering estimator
0 references
