Threshold selection for covariance estimation (Q5214564)

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scientific article; zbMATH DE number 7165233
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    Threshold selection for covariance estimation
    scientific article; zbMATH DE number 7165233

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      Threshold selection for covariance estimation (English)
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      7 February 2020
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      adaptive estimation
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      covariance matrix
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      thresholding
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      tuning parameter selection
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