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SURE-tuned tapering estimation of large covariance matrices
Feng Yi,
Hui Zou
Statistics (Twin Cities)
Research output
:
Contribution to journal
›
Article
›
peer-review
14
Scopus citations
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Dive into the research topics of 'SURE-tuned tapering estimation of large covariance matrices'. Together they form a unique fingerprint.
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Mathematics
Tapering
100%
Covariance matrix
58%
Tuning
50%
Sonar
15%
Curve Estimation
15%
Risk Theory
14%
Minimax Rate
14%
Estimation Theory
14%
Estimator
12%
Cross-validation
12%
Monte Carlo Study
11%
Dependence Structure
11%
Oracle
11%
Frobenius
10%
Minimizer
10%
Data analysis
9%
Rate of Convergence
8%
Simulation
6%
Model
3%
Engineering & Materials Science
Covariance matrix
65%
Tuning
28%
Sonar
10%
Rocks
7%