Sample covariance shrinkage for high dimensional dependent data (Q2482137)
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 5264570
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Sample covariance shrinkage for high dimensional dependent data |
scientific article; zbMATH DE number 5264570 |
Statements
Sample covariance shrinkage for high dimensional dependent data (English)
0 references
16 April 2008
0 references
sample covariance matrix
0 references
shrinkage
0 references
weak dependence
0 references
0.8150917291641235
0 references
0.8079726696014404
0 references
0.8011199235916138
0 references
0.7991803288459778
0 references
0.7981452345848083
0 references
