Monitoring the covariance matrix with fewer observations than variables (Q1800078): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: glasso / rank | |||
Normal rank | |||
Revision as of 01:32, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monitoring the covariance matrix with fewer observations than variables |
scientific article |
Statements
Monitoring the covariance matrix with fewer observations than variables (English)
0 references
19 October 2018
0 references
covariance matrix
0 references
penalized likelihood function
0 references
average run length (ARL)
0 references
multistandardization
0 references
Cholesky decomposition
0 references
