A new approach for ultrahigh-dimensional covariance matrix estimation (Q6067019)
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scientific article; zbMATH DE number 7777825
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new approach for ultrahigh-dimensional covariance matrix estimation |
scientific article; zbMATH DE number 7777825 |
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A new approach for ultrahigh-dimensional covariance matrix estimation (English)
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14 December 2023
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covariance matrix
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modified Cholesky decomposition
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permutation invariant
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refitted cross validation
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ultrahigh-dimensional
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