Local linear estimation of covariance matrices via Cholesky decomposition (Q2950215)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local linear estimation of covariance matrices via Cholesky decomposition |
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Local linear estimation of covariance matrices via Cholesky decomposition (English)
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8 October 2015
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covariance matrix
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local constant estimator
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local linear estimator
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modified Cholesky decomposition
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