Covariance selection by thresholding the sample correlation matrix (Q2438493)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Covariance selection by thresholding the sample correlation matrix |
scientific article |
Statements
Covariance selection by thresholding the sample correlation matrix (English)
0 references
5 March 2014
0 references
Bernstein type inequality
0 references
large correlation matrix
0 references
large covariance matrix
0 references