A regularized profile likelihood approach to covariance matrix estimation (Q334313)
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scientific article; zbMATH DE number 6646078
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| English | A regularized profile likelihood approach to covariance matrix estimation |
scientific article; zbMATH DE number 6646078 |
Statements
A regularized profile likelihood approach to covariance matrix estimation (English)
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1 November 2016
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covariance matrix
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eigenvalues
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isotonic regression
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Laplace approximation
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modified profile likelihood
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0.8261106610298157
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0.8148140907287598
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0.8064997792243958
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0.8050008416175842
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0.8000507950782776
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