Target selection in shrinkage estimation of covariance matrix: A structural similarity approach-Reference-Cited by-同舟云学术

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Target selection in shrinkage estimation of covariance matrix: A structural similarity approach

Published:2024-05 Issue: Volume:208 Page:110048
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Wang Xuanci,Zhang Bin^ORCID

Funder

Scientific Research and Technology Development Program of Guangxi Zhuang Autonomous Region

Science and Technology Major Project of Guangxi

Publisher

Elsevier BV

Reference30 articles.

1. Spectral Aanalysts of Lare Dimensional Rrandom Matrices;Bai,2010

2. Covariance regularization by thresholding;Bickel;Ann. Statist.,2008

3. Recent advances in shrinkage-based high-dimensional inference;Bodnar;J. Multivariate Anal.,2021

4. Testing Structural Equation Models;Bollen,1993

5. Shrinkage algorithms for MMSE covariance estimation;Chen;IEEE Trans. Signal Process.,2010

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