BOOK
High-Dimensional Covariance Matrix Estimation
Year: 2021 SpringerBriefs in applied statistics and econometrics Publisher: Springer International Publishing
Keywords:
Estimation of covariance matrices Estimation Covariance matrix Matrix (chemical analysis) Mathematics Statistics Applied mathematics Computer science Engineering Materials science
Metrics
6
Cited By
0.00
FWCI (Field Weighted Citation Impact)
4
Refs
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Related Documents
DISSERTATION
Advances in high-dimensional covariance matrix estimation
University: Deposit Once (Technische Universität Berlin) Year: 2016
JOURNAL ARTICLE
Differentially private high dimensional sparse covariance matrix estimation
Journal: Theoretical Computer Science Year: 2021 Vol: 865 Pages: 119-130
JOURNAL ARTICLE
High Dimensional Covariance Matrix Estimation via Bayesian Method
Journal: Advances in intelligent systems research/Advances in Intelligent Systems Research Year: 2014
JOURNAL ARTICLE
Bandwidth Selection for High-Dimensional Covariance Matrix Estimation
Journal: Journal of the American Statistical Association Year: 2014 Vol: 110 (511)Pages: 1160-1174