Double shrinkage estimators for large sparse covariance matrices (Q5220803)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7183146
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Double shrinkage estimators for large sparse covariance matrices |
scientific article; zbMATH DE number 7183146 |
Statements
Double shrinkage estimators for large sparse covariance matrices (English)
0 references
27 March 2020
0 references
adaptive Lasso
0 references
generalized thresholding
0 references
sparseness
0 references
positive definiteness
0 references
0 references
0 references
0.8110064268112183
0 references
0.8011782169342041
0 references
0.7950186729431152
0 references
0.7947131395339966
0 references
0.7878283262252808
0 references
