An empirical estimator for the sparsity of a large covariance matrix under multivariate normal assumptions (Q2352445)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An empirical estimator for the sparsity of a large covariance matrix under multivariate normal assumptions |
scientific article |
Statements
An empirical estimator for the sparsity of a large covariance matrix under multivariate normal assumptions (English)
0 references
1 July 2015
0 references
adaptive thresholding
0 references
large correlation matrix
0 references
large covariance matrix
0 references
simple random sampling
0 references
sparsity
0 references
thresholding
0 references
