Cross-Validated Loss-based Covariance Matrix Estimator Selection in High Dimensions

DOI10.1080/10618600.2022.2110883MaRDI QIDQ5975505WikidataFDO

Authors Philippe Boileau, Nima S. Hejazi, Sandrine Dudoit, Mark J. van der Laan

Publication date 7 October 2022

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10618600.2022.2110883

Cited in

(1)

• cvCovEst

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