Model averaging estimation for high-dimensional covariance matrices with a network structure (Q5083255)
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scientific article; zbMATH DE number 7546392
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| English | Model averaging estimation for high-dimensional covariance matrices with a network structure |
scientific article; zbMATH DE number 7546392 |
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Model averaging estimation for high-dimensional covariance matrices with a network structure (English)
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22 June 2022
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asymptotic optimality
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consistency
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covariance regression network model
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Mallows criterion
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model averaging
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