Estimations for some functions of covariance matrix in high dimension under non-normality and its applications (Q2252884)
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scientific article; zbMATH DE number 6320293
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| English | Estimations for some functions of covariance matrix in high dimension under non-normality and its applications |
scientific article; zbMATH DE number 6320293 |
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Estimations for some functions of covariance matrix in high dimension under non-normality and its applications (English)
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24 July 2014
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high dimension
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non-normal case
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covariance matrix
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estimation
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unbiasedness
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consistency
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0.8206211924552917
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0.8167644143104553
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0.8019669651985168
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0.794934868812561
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0.7905533909797668
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