Weighted covariance matrix estimation (Q2002720)
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scientific article; zbMATH DE number 7080188
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted covariance matrix estimation |
scientific article; zbMATH DE number 7080188 |
Statements
Weighted covariance matrix estimation (English)
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12 July 2019
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thresholding
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shrinkage
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adaptive thresholding
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weighted
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bridge function
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