Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867): Difference between revisions
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Latest revision as of 10:32, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric eigenvalue-regularized precision or covariance matrix estimator |
scientific article |
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Nonparametric eigenvalue-regularized precision or covariance matrix estimator (English)
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9 June 2016
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high dimensional data analysis
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covariance matrix
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Stieltjes transform
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data splitting
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nonlinear shrinkage
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factor model
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