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High-dimensional covariance estimation for Gaussian directed acyclic graph models with given order - MaRDI portal

High-dimensional covariance estimation for Gaussian directed acyclic graph models with given order (Q6601077)

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scientific article; zbMATH DE number 7909778
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High-dimensional covariance estimation for Gaussian directed acyclic graph models with given order
scientific article; zbMATH DE number 7909778

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    High-dimensional covariance estimation for Gaussian directed acyclic graph models with given order (English)
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    10 September 2024
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    Cholesky decomposition
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    covariance estimation
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    high-dimensional data
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