A comparison of methods for estimating the determinant of high-dimensional covariance matrix
type: Item
instance of: scholarly article
title: A comparison of methods for estimating the determinant of high-dimensional covariance matrix
author: Zongliang Hu
author: Kai Dong
author: Wenlin Dai
author: Tiejun Tong
published in: The International Journal of Biostatistics
publication date: 2024-11-12T00:00:00Z
Mathematics Subject Classification ID: 62P10
zbMATH DE Number: 7941826
zbMATH Keywords: covariance matrix
zbMATH Keywords: high-dimensional data
zbMATH Keywords: log-determinant
zbMATH Keywords: sparse matrix
zbMATH Keywords: shrinkage estimation
zbMATH Keywords: thresholding estimation
MaRDI profile type: MaRDI publication profile
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DOI: 10.1515/IJB-2017-0013
description: scientific article; zbMATH DE number 7941826