NOVELIST estimator of large correlation and covariance matrices and their inverses (Q2273174)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NOVELIST estimator of large correlation and covariance matrices and their inverses |
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NOVELIST estimator of large correlation and covariance matrices and their inverses (English)
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18 September 2019
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covariance regularisation
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high-dimensional covariance
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long memory
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non-sparse modelling
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singular sample covariance
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high dimensionality
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