Cross-Validated Loss-based Covariance Matrix Estimator Selection in High Dimensions

DOI10.1080/10618600.2022.2110883WikidataQ114099320 ScholiaQ114099320MaRDI QIDQ5975505

Nima S. Hejazi, Sandrine Dudoit, Philippe Boileau, Mark J. van der Laan

Publication date: 7 October 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

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