Tuning-parameter selection in regularized estimations of large covariance matrices (Q5222349)
From MaRDI portal
scientific article; zbMATH DE number 7184623
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tuning-parameter selection in regularized estimations of large covariance matrices |
scientific article; zbMATH DE number 7184623 |
Statements
Tuning-parameter selection in regularized estimations of large covariance matrices (English)
0 references
1 April 2020
0 references
banding
0 references
bootstrap
0 references
covariance matrix
0 references
cross-validation
0 references
Frobenius norm
0 references
operator norm
0 references
thresholding
0 references
