Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators (Q406518): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62H12 / rank | |||
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| Property / Mathematics Subject Classification ID: 60B20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G35 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62J07 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6341252 / rank | |||
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| Property / zbMATH Keywords | |||
random matrix theory | |||
| Property / zbMATH Keywords: random matrix theory / rank | |||
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robust estimation | |||
| Property / zbMATH Keywords: robust estimation / rank | |||
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linear shrinkage | |||
| Property / zbMATH Keywords: linear shrinkage / rank | |||
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Revision as of 17:35, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators |
scientific article |
Statements
Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators (English)
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8 September 2014
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random matrix theory
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robust estimation
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linear shrinkage
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