Direct shrinkage estimation of large dimensional precision matrix (Q268760)
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scientific article; zbMATH DE number 6569587
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| English | Direct shrinkage estimation of large dimensional precision matrix |
scientific article; zbMATH DE number 6569587 |
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Direct shrinkage estimation of large dimensional precision matrix (English)
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15 April 2016
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large-dimensional asymptotics
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random matrix theory
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precision matrix estimation
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0.8974440097808838
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0.8654781579971313
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0.8277347087860107
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0.7988742589950562
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