Regularized estimation of large covariance matrices (Q2477058)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularized estimation of large covariance matrices |
scientific article |
Statements
Regularized estimation of large covariance matrices (English)
0 references
12 March 2008
0 references
covariance matrix
0 references
regularization
0 references
banding
0 references
Cholesky decomposition
0 references
