Bandwidth Selection for High-Dimensional Covariance Matrix Estimation (Q5367429)
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scientific article; zbMATH DE number 6790916
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bandwidth Selection for High-Dimensional Covariance Matrix Estimation |
scientific article; zbMATH DE number 6790916 |
Statements
Bandwidth Selection for High-Dimensional Covariance Matrix Estimation (English)
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13 October 2017
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covariance matrix estimation
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banding estimator
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large \(p\), small \(n\)
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ratio-consistency
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tapering estimator
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thresholding estimator
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