搜索结果: 1-1 共查到“consistent estimation”相关记录1条 . 查询时间(0.15 秒)
Operator norm consistent estimation of large-dimensional sparse covariance matrices
Covariance matrices correlation matrices adjacency matrices eigenvalues of covariance matrices multivariate statistical analysis
2010/3/17
Estimating covariance matrices is a problem of fundamental importance
in multivariate statistics. In practice it is increasingly frequent
to work with data matrices X of dimension n×p, where p and n...