Local linear estimation of covariance matrices via Cholesky decomposition (Q2950215)
From MaRDI portal
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