Estimation of variances and covariances for high-dimensional data: a selective review

DOI10.1002/WICS.1308zbMATH Open1545.62144MaRDI QIDQ6604407FDOQ6604407

Authors: Tiejun Tong, Cheng Wang, Yuedong Wang 

Publication date: 12 September 2024

Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

high-dimensional dataprecision matrixcovariance matrixmicroarray datasparse covariance matrixshrinkage estimation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cited In (3)

• Cluster-scaled principal component analysis
• Estimation of covariance and precision matrix, network structure, and a view toward systems biology
• A comparison of methods for estimating the determinant of high-dimensional covariance matrix

This page was built for publication: Estimation of variances and covariances for high-dimensional data: a selective review

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6604407)