An improved banded estimation for large covariance matrix (Q5875206)
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scientific article; zbMATH DE number 7649554
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An improved banded estimation for large covariance matrix |
scientific article; zbMATH DE number 7649554 |
Statements
An improved banded estimation for large covariance matrix (English)
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3 February 2023
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banded matrix
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Cholesky factor
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positive definite
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variable ordering
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0.9276759
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0.9187894
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0.89718175
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0.8918214
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0.8910634
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0.8846726
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0.8825235
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