A Cholesky-based estimation for large-dimensional covariance matrices (Q5037036)
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scientific article; zbMATH DE number 7481454
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Cholesky-based estimation for large-dimensional covariance matrices |
scientific article; zbMATH DE number 7481454 |
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A Cholesky-based estimation for large-dimensional covariance matrices (English)
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25 February 2022
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Cholesky factor
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ensemble estimate
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large-dimensional
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ordering of variables
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positive definite
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