Regularized covariance matrix estimation under the common principal components model (Q5084728)
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scientific article; zbMATH DE number 7549479
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularized covariance matrix estimation under the common principal components model |
scientific article; zbMATH DE number 7549479 |
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Regularized covariance matrix estimation under the common principal components model (English)
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28 June 2022
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common principal components
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covariance matrix
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Monte Carlo simulation
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principal component analysis
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weighted estimator
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