SURE-tuned tapering estimation of large covariance matrices (Q2361207)
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scientific article; zbMATH DE number 6737359
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | SURE-tuned tapering estimation of large covariance matrices |
scientific article; zbMATH DE number 6737359 |
Statements
SURE-tuned tapering estimation of large covariance matrices (English)
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30 June 2017
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covariance matrix
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cross-validation
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Frobenius norm
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operator norms
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SURE
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tapering estimator
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0.827183723449707
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0.7944911122322083
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0.7877652049064636
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0.7734760642051697
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0.7692230939865112
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