On convergence of regularized covariance estimator based on modified Cholesky decomposition (Q6873005)
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scientific article; zbMATH DE number 8146250
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| English | On convergence of regularized covariance estimator based on modified Cholesky decomposition |
scientific article; zbMATH DE number 8146250 |
Statements
On convergence of regularized covariance estimator based on modified Cholesky decomposition (English)
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19 January 2026
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covariance matrix estimation
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modified Cholesky decomposition
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shrinkage
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smoothing
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