The comparison of the estimators of banded toeplitz covariance structure under the high-dimensional multivariate model (Q5088000)
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scientific article; zbMATH DE number 7552621
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The comparison of the estimators of banded toeplitz covariance structure under the high-dimensional multivariate model |
scientific article; zbMATH DE number 7552621 |
Statements
The comparison of the estimators of banded toeplitz covariance structure under the high-dimensional multivariate model (English)
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4 July 2022
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covariance matrix
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projection
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shrinkage
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Toeplitz matrix
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