Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix (Q2034455)
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scientific article; zbMATH DE number 7361731
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix |
scientific article; zbMATH DE number 7361731 |
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Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix (English)
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22 June 2021
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covariance matrix
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entropy loss
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high-dimension
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nonconvex penalty
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Toeplitz covariance structure
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