Shrinkage estimation of large dimensional precision matrix using random matrix theory (Q2950201)
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scientific article; zbMATH DE number 6492076
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| English | Shrinkage estimation of large dimensional precision matrix using random matrix theory |
scientific article; zbMATH DE number 6492076 |
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Shrinkage estimation of large dimensional precision matrix using random matrix theory (English)
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8 October 2015
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large dimensional data
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precision matrix
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random matrix theory
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ridge-type estimator
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shrinkage estimation
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0.9482268
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0.9329592
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0.9048916
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0.9038351
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0.90172565
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0.9015426
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0.90073246
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