Factorized estimation of high‐dimensional nonparametric covariance models (Q5043769)
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scientific article; zbMATH DE number 7597052
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Factorized estimation of high‐dimensional nonparametric covariance models |
scientific article; zbMATH DE number 7597052 |
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Factorized estimation of high‐dimensional nonparametric covariance models (English)
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6 October 2022
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high-dimensional nonparametric covariance models
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kernel estimator
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shrinkage and consistency
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thresholding
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