Error covariance matrix estimation using ridge estimator (Q1933734)
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scientific article; zbMATH DE number 6130791
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| English | Error covariance matrix estimation using ridge estimator |
scientific article; zbMATH DE number 6130791 |
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Error covariance matrix estimation using ridge estimator (English)
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25 January 2013
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high dimension
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error covariance matrix
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ridge estimation
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asymptotic property
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0.8080536127090454
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0.8004316091537476
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0.7919056415557861
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0.7775154709815979
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