An overview of the estimation of large covariance and precision matrices (Q5093929)
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scientific article; zbMATH DE number 7565888
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An overview of the estimation of large covariance and precision matrices |
scientific article; zbMATH DE number 7565888 |
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An overview of the estimation of large covariance and precision matrices (English)
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2 August 2022
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approximate factor model
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elliptical distribution
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graphical model
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heavy-tailed
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high-dimensionality
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low-rank matrix
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principal components
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rank-based methods
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sparse matrix
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thresholding
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