Covariance matrix regularization for banded Toeplitz structure via Frobenius-norm discrepancy (Q2009622)
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scientific article; zbMATH DE number 7138687
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| English | Covariance matrix regularization for banded Toeplitz structure via Frobenius-norm discrepancy |
scientific article; zbMATH DE number 7138687 |
Statements
Covariance matrix regularization for banded Toeplitz structure via Frobenius-norm discrepancy (English)
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29 November 2019
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covariance matrix structure
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Frobenius norm
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regularization
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Toeplitz structure
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0.86121666431427
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0.825679361820221
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0.8043349385261536
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0.7571225166320801
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0.7486828565597534
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