Cholesky-based model averaging for covariance matrix estimation
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Publication:5880164
DOI10.1080/24754269.2017.1336831OpenAlexW2768858086MaRDI QIDQ5880164
Xinwei Deng, Xiaoning Kang, Hao Zheng, Kam-Wah Tsui
Publication date: 7 March 2023
Published in: Statistical Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/24754269.2017.1336831
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Uses Software
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