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Regularized tapered sample covariance matrix - MaRDI portal

Regularized tapered sample covariance matrix (Q6602884)

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scientific article; zbMATH DE number 7911403
Language Label Description Also known as
English
Regularized tapered sample covariance matrix
scientific article; zbMATH DE number 7911403

    Statements

    title
    Regularized tapered sample covariance matrix (English)
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    author
    Esa Ollila
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    Arnaud Breloy
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    publication date
    12 September 2024
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    Identifiers

    zbMATH DE Number
    7911403
    0 references
     
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