On a model selection problem from high-dimensional sample covariance matrices (Q634554)
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scientific article; zbMATH DE number 5939233
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a model selection problem from high-dimensional sample covariance matrices |
scientific article; zbMATH DE number 5939233 |
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On a model selection problem from high-dimensional sample covariance matrices (English)
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16 August 2011
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order selection
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cross-validation
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large sample covariance matrices
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high-dimensional data
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Marčenko-Pastur distribution
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