Threshold selection for covariance estimation (Q5214564)
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scientific article; zbMATH DE number 7165233
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Threshold selection for covariance estimation |
scientific article; zbMATH DE number 7165233 |
Statements
Threshold selection for covariance estimation (English)
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7 February 2020
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adaptive estimation
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covariance matrix
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thresholding
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tuning parameter selection
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