The comparison of the estimators of banded toeplitz covariance structure under the high-dimensional multivariate model (Q5088000): Difference between revisions

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scientific article; zbMATH DE number 7552621
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The comparison of the estimators of banded toeplitz covariance structure under the high-dimensional multivariate model
scientific article; zbMATH DE number 7552621

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    The comparison of the estimators of banded toeplitz covariance structure under the high-dimensional multivariate model (English)
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    4 July 2022
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    covariance matrix
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    projection
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    shrinkage
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    Toeplitz matrix
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