High dimensional semiparametric estimate of latent covariance matrix for matrix-variate (Q5226649)
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scientific article; zbMATH DE number 7088006
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High dimensional semiparametric estimate of latent covariance matrix for matrix-variate |
scientific article; zbMATH DE number 7088006 |
Statements
High dimensional semiparametric estimate of latent covariance matrix for matrix-variate (English)
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1 August 2019
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Kronecker product
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latent covariance (correlation) matrix
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matrix-variate
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robust estimate
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0.91294444
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0.9113953
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0.9108808
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0.9089843
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0.90853995
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0.9050595
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0.90392697
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0.9016529
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0.8998112
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