Estimation of variances and covariances for high-dimensional data: a selective review
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Publication:6604407
DOI10.1002/WICS.1308zbMATH Open1545.62144MaRDI QIDQ6604407
Tiejun Tong, Cheng Wang, Yuedong Wang
Publication date: 12 September 2024
Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)
covariance matrixshrinkage estimationhigh-dimensional dataprecision matrixmicroarray datasparse covariance matrix
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