Positive-definite thresholding estimators of covariance matrices with zeros (Q6168115)
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scientific article; zbMATH DE number 7723936
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Positive-definite thresholding estimators of covariance matrices with zeros |
scientific article; zbMATH DE number 7723936 |
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Positive-definite thresholding estimators of covariance matrices with zeros (English)
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8 August 2023
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covariance estimation
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information criteria
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iterative conditional fitting
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multivariate normal distribution
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