Regularization for high-dimensional covariance matrix (Q287603)
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scientific article; zbMATH DE number 6583673
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularization for high-dimensional covariance matrix |
scientific article; zbMATH DE number 6583673 |
Statements
Regularization for high-dimensional covariance matrix (English)
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23 May 2016
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high-dimensional
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covariance estimation
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covariance structure
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regularization
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