A comparison of methods for estimating the determinant of high-dimensional covariance matrix (Q6636158)
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scientific article; zbMATH DE number 7941826
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of methods for estimating the determinant of high-dimensional covariance matrix |
scientific article; zbMATH DE number 7941826 |
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A comparison of methods for estimating the determinant of high-dimensional covariance matrix (English)
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12 November 2024
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covariance matrix
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high-dimensional data
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log-determinant
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sparse matrix
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shrinkage estimation
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thresholding estimation
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