High-dimensional correlation matrix estimation for general continuous data with Bagging technique (Q2102349)
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scientific article; zbMATH DE number 7624260
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| English | High-dimensional correlation matrix estimation for general continuous data with Bagging technique |
scientific article; zbMATH DE number 7624260 |
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High-dimensional correlation matrix estimation for general continuous data with Bagging technique (English)
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28 November 2022
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Bagging technique
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random matrix
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sample correlation matrix
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positive-definiteness
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0.8823211
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0.8508629
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0.8499217
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0.8407784
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0.8392999
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0.8386916
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0.8372259
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0.8344518
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