Tuning-parameter selection in regularized estimations of large covariance matrices

Yixin Fang, Binhuan Wang, Yang Feng

Research output: Contribution to journalArticlepeer-review

Fingerprint

Dive into the research topics of 'Tuning-parameter selection in regularized estimations of large covariance matrices'. Together they form a unique fingerprint.

Mathematics

Business & Economics

Engineering & Materials Science