Principal regression for high dimensional covariance matrices (Q2233571)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Principal regression for high dimensional covariance matrices |
scientific article |
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Principal regression for high dimensional covariance matrices (English)
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11 October 2021
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covariance matrix estimation
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generalized linear regression
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heteroscedasticity
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shrinkage estimator
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