Cross-Validated Loss-based Covariance Matrix Estimator Selection in High Dimensions (Q6094089)
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scientific article; zbMATH DE number 7747461
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| English | Cross-Validated Loss-based Covariance Matrix Estimator Selection in High Dimensions |
scientific article; zbMATH DE number 7747461 |
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Cross-Validated Loss-based Covariance Matrix Estimator Selection in High Dimensions (English)
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9 October 2023
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covariance matrix estimation
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cross-validation
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dimension reduction
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high-dimensional statistics
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loss-based estimation
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