Direct shrinkage estimation of large dimensional precision matrix (Q268760)
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scientific article; zbMATH DE number 6569587
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Direct shrinkage estimation of large dimensional precision matrix |
scientific article; zbMATH DE number 6569587 |
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Direct shrinkage estimation of large dimensional precision matrix (English)
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15 April 2016
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large-dimensional asymptotics
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random matrix theory
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precision matrix estimation
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