Local linear estimation of covariance matrices via Cholesky decomposition (Q2950215): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2062751224 / rank | |||
Normal rank | |||
Latest revision as of 00:39, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local linear estimation of covariance matrices via Cholesky decomposition |
scientific article |
Statements
Local linear estimation of covariance matrices via Cholesky decomposition (English)
0 references
8 October 2015
0 references
covariance matrix
0 references
local constant estimator
0 references
local linear estimator
0 references
modified Cholesky decomposition
0 references
