A new approach for ultrahigh dimensional precision matrix estimation (Q6556783)
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scientific article; zbMATH DE number 7866559
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| English | A new approach for ultrahigh dimensional precision matrix estimation |
scientific article; zbMATH DE number 7866559 |
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A new approach for ultrahigh dimensional precision matrix estimation (English)
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17 June 2024
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modified Cholesky decomposition
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precision matrix
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refitted cross validation
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ultrahigh dimension
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