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Generalized Thresholding of Large Covariance Matrices Adam J Generalized Thresholding of Large Covariance Matrices Adam J

Generalized Thresholding of Large Covariance Matrices Adam J - PDF document

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Uploaded On 2014-12-13

Generalized Thresholding of Large Covariance Matrices Adam J - PPT Presentation

R OTHMAN Elizaveta L EVINA and Ji Z HU Weproposeanewclassofgeneralizedthresholdingoperatorsthatcombinethresholdingwithshrinkageandstudygeneralizedthresholding ofthesamplecovariancematrixin highdimensionsGeneralizedthresholding ofthecovariancematri ID: 23407

OTHMAN Elizaveta

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