A comparison of methods for estimating the determinant of high-dimensional covariance matrix
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Publication:6636158
DOI10.1515/IJB-2017-0013MaRDI QIDQ6636158FDOQ6636158
Wenlin Dai, Kai Dong, Tiejun Tong, Zongliang Hu
Publication date: 12 November 2024
Published in: The International Journal of Biostatistics (Search for Journal in Brave)
high-dimensional datasparse matrixcovariance matrixshrinkage estimationlog-determinantthresholding estimation
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