On a model selection problem from high-dimensional sample covariance matrices (Q634554)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a model selection problem from high-dimensional sample covariance matrices |
scientific article |
Statements
On a model selection problem from high-dimensional sample covariance matrices (English)
0 references
16 August 2011
0 references
order selection
0 references
cross-validation
0 references
large sample covariance matrices
0 references
high-dimensional data
0 references
Marčenko-Pastur distribution
0 references
0 references
0 references
