Double shrinkage estimators for large sparse covariance matrices (Q5220803)
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scientific article; zbMATH DE number 7183146
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Double shrinkage estimators for large sparse covariance matrices |
scientific article; zbMATH DE number 7183146 |
Statements
Double shrinkage estimators for large sparse covariance matrices (English)
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27 March 2020
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adaptive Lasso
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generalized thresholding
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sparseness
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positive definiteness
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