An improved banded estimation for large covariance matrix (Q5875206)
From MaRDI portal
scientific article; zbMATH DE number 7649554
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An improved banded estimation for large covariance matrix |
scientific article; zbMATH DE number 7649554 |
Statements
An improved banded estimation for large covariance matrix (English)
0 references
3 February 2023
0 references
banded matrix
0 references
Cholesky factor
0 references
positive definite
0 references
variable ordering
0 references
0 references
0 references
