搜索结果: 1-1 共查到“管理学 Cholesky decomposition”相关记录1条 . 查询时间(0.046 秒)
Adaptive estimation of covariance matrices via Cholesky decomposition
Covariance matrix banding Cholesky decomposition
font style='font-size:12px;'>
2010/10/19
This paper studies the estimation of a large covariance matrix. We introduce a novel procedure called ChoSelect based on the Cholesky factor of the inverse covariance. This method uses a dimension red...