Cross-Validated Loss-based Covariance Matrix Estimator Selection in High Dimensions (Q6094089)

From MaRDI portal
scientific article; zbMATH DE number 7747461
Language Label Description Also known as
English
Cross-Validated Loss-based Covariance Matrix Estimator Selection in High Dimensions
scientific article; zbMATH DE number 7747461

    Statements

    Cross-Validated Loss-based Covariance Matrix Estimator Selection in High Dimensions (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    9 October 2023
    0 references
    covariance matrix estimation
    0 references
    cross-validation
    0 references
    dimension reduction
    0 references
    high-dimensional statistics
    0 references
    loss-based estimation
    0 references
    0 references
    0 references
    0 references

    Identifiers