Forward adaptive banding for estimating large covariance matrices (Q3107974)
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scientific article; zbMATH DE number 5992025
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Forward adaptive banding for estimating large covariance matrices |
scientific article; zbMATH DE number 5992025 |
Statements
Forward adaptive banding for estimating large covariance matrices (English)
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28 December 2011
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BIC
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lasso
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modified Cholesky decomposition
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variable selection
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0.8366645574569702
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0.8199742436408997
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0.8176983594894409
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0.8108927607536316
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0.8057844042778015
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