Threshold selection for covariance estimation

DOI10.1111/BIOM.13048zbMath1436.62622OpenAlexW2919239322WikidataQ92029729 ScholiaQ92029729MaRDI QIDQ5214564

Janaka S. S. Liyanage, Yumou Qiu

Publication date: 7 February 2020

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/biom.13048

zbMATH Keywords

covariance matrixthresholdingadaptive estimationtuning parameter selection

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Protein sequences, DNA sequences (92D20) Analysis of variance and covariance (ANOVA) (62J10) Statistical ranking and selection procedures (62F07)

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