High-dimensional covariance matrix estimation (Q6601084)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7909786
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | High-dimensional covariance matrix estimation |
scientific article; zbMATH DE number 7909786 |
Statements
High-dimensional covariance matrix estimation (English)
0 references
10 September 2024
0 references
structured covariance estimation
0 references
factor model
0 references
low rank plus sparse
0 references
shrinkage
0 references
sparsity
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
