Regularized covariance matrix estimation under the common principal components model (Q5084728): 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 7549479
Language | Label | Description | Also known as |
---|---|---|---|
English | Regularized covariance matrix estimation under the common principal components model |
scientific article; zbMATH DE number 7549479 |
Statements
Regularized covariance matrix estimation under the common principal components model (English)
0 references
28 June 2022
0 references
common principal components
0 references
covariance matrix
0 references
Monte Carlo simulation
0 references
principal component analysis
0 references
weighted estimator
0 references