On variable ordination of Cholesky‐based estimation for a sparse covariance matrix

DOI10.1002/cjs.11564arXiv1801.00380OpenAlexW3045622780MaRDI QIDQ6059504

Xinwei Deng, Xiaoning Kang

Publication date: 2 November 2023

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.00380

zbMATH Keywords

covariance matrixhigh dimensionalitysparsityorder of variables

Mathematics Subject Classification ID

Statistics (62-XX)

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