A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875)
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scientific article; zbMATH DE number 7048564
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multiple testing approach to the regularisation of large sample correlation matrices |
scientific article; zbMATH DE number 7048564 |
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A multiple testing approach to the regularisation of large sample correlation matrices (English)
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29 April 2019
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high-dimensional data
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multiple testing
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non-Gaussian observations
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sparsity
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thresholding
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shrinkage
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