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On variable ordination of Cholesky‐based estimation for a sparse covariance matrix - MaRDI portal

On variable ordination of Cholesky‐based estimation for a sparse covariance matrix (Q6059504)

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scientific article; zbMATH DE number 7759580
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English
On variable ordination of Cholesky‐based estimation for a sparse covariance matrix
scientific article; zbMATH DE number 7759580

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    On variable ordination of Cholesky‐based estimation for a sparse covariance matrix (English)
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    2 November 2023
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    covariance matrix
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    high dimensionality
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    order of variables
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    sparsity
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