SURE-tuned tapering estimation of large covariance matrices (Q2361207): Difference between revisions
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Revision as of 06:51, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SURE-tuned tapering estimation of large covariance matrices |
scientific article |
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SURE-tuned tapering estimation of large covariance matrices (English)
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30 June 2017
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covariance matrix
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cross-validation
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Frobenius norm
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operator norms
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SURE
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tapering estimator
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