Ultrahigh dimensional precision matrix estimation via refitted cross validation (Q2295804)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ultrahigh dimensional precision matrix estimation via refitted cross validation |
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Ultrahigh dimensional precision matrix estimation via refitted cross validation (English)
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17 February 2020
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covariance matrix estimation
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precision matrix
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refitted cross validation
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sample splitting
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spurious correlation
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