SURE Information Criteria for Large Covariance Matrix Estimation and Their Asymptotic Properties

DOI10.1109/TIT.2016.2530090zbMath1359.94270arXiv1406.6514MaRDI QIDQ2976937

Danning Li, Hui Zou

Publication date: 28 April 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.6514

Mathematics Subject Classification ID

Information theory (general) (94A15)

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