Error covariance matrix estimation using ridge estimator (Q1933734)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6130791
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Error covariance matrix estimation using ridge estimator |
scientific article; zbMATH DE number 6130791 |
Statements
Error covariance matrix estimation using ridge estimator (English)
0 references
25 January 2013
0 references
high dimension
0 references
error covariance matrix
0 references
ridge estimation
0 references
asymptotic property
0 references
0.8080536127090454
0 references
0.8004316091537476
0 references
0.7919056415557861
0 references
0.7775154709815979
0 references
