Ultrahigh dimensional precision matrix estimation via refitted cross validation (Q2295804)
From MaRDI portal
!
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 7167855
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Ultrahigh dimensional precision matrix estimation via refitted cross validation |
scientific article; zbMATH DE number 7167855 |
Statements
Ultrahigh dimensional precision matrix estimation via refitted cross validation (English)
0 references
17 February 2020
0 references
covariance matrix estimation
0 references
precision matrix
0 references
refitted cross validation
0 references
sample splitting
0 references
spurious correlation
0 references
0 references
0 references
0 references
0 references
0 references
0.8992362
0 references
0.8838865
0 references
0.87978977
0 references
0.87969285
0 references
0 references
0.8739673
0 references
0.8713578
0 references
0.8697935
0 references
0.86943597
0 references
