Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:56, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric eigenvalue-regularized precision or covariance matrix estimator |
scientific article |
Statements
Nonparametric eigenvalue-regularized precision or covariance matrix estimator (English)
0 references
9 June 2016
0 references
high dimensional data analysis
0 references
covariance matrix
0 references
Stieltjes transform
0 references
data splitting
0 references
nonlinear shrinkage
0 references
factor model
0 references
