Regularized covariance matrix estimation under the common principal components model (Q5084728): Difference between revisions
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Revision as of 12:37, 28 February 2024
scientific article; zbMATH DE number 7549479
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| 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)
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28 June 2022
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common principal components
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covariance matrix
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Monte Carlo simulation
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principal component analysis
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weighted estimator
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