On variable ordination of Cholesky‐based estimation for a sparse covariance matrix (Q6059504)
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scientific article; zbMATH DE number 7759580
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On variable ordination of Cholesky‐based estimation for a sparse covariance matrix |
scientific article; zbMATH DE number 7759580 |
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On variable ordination of Cholesky‐based estimation for a sparse covariance matrix (English)
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2 November 2023
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covariance matrix
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high dimensionality
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order of variables
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sparsity
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