Target selection in shrinkage estimation of covariance matrix: a structural similarity approach (Q6540901)
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scientific article; zbMATH DE number 7850492
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| English | Target selection in shrinkage estimation of covariance matrix: a structural similarity approach |
scientific article; zbMATH DE number 7850492 |
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Target selection in shrinkage estimation of covariance matrix: a structural similarity approach (English)
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17 May 2024
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high-dimensional covariance matrix
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target selection
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linear shrinkage estimation
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Toeplitz structure
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