Model averaging estimation for high-dimensional covariance matrices with a network structure (Q5083255)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Model averaging estimation for high-dimensional covariance matrices with a network structure |
scientific article; zbMATH DE number 7546392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model averaging estimation for high-dimensional covariance matrices with a network structure |
scientific article; zbMATH DE number 7546392 |
Statements
Model averaging estimation for high-dimensional covariance matrices with a network structure (English)
0 references
22 June 2022
0 references
asymptotic optimality
0 references
consistency
0 references
covariance regression network model
0 references
Mallows criterion
0 references
model averaging
0 references
