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Communications in Statistics - Theory and Methods Volume 52, 2023 - Issue 1
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Articles

An improved banded estimation for large covariance matrix

Wenyu Yanga College of Science, Huazhong Agricultural University, Wuhan, ChinaView further author information
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Xiaoning Kangb International Business College and Institute of Supply Chain Analytics, Dongbei University of Finance and Economics, Dalian, ChinaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0003-0394-6240View further author information
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Pages 141-155 | Received 21 May 2020, Accepted 25 Mar 2021, Published online: 05 Apr 2021

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Deliang Dai, Chengcheng Hao, Shaobo Jin & Yuli Liang. Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition. Journal of Statistical Computation and Simulation 0:0, pages 1-26.
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Articles from other publishers (2)

Bin Zhang & Shoucheng Yuan. (2022) Shrinkage estimators of large covariance matrices with Toeplitz targets in array signal processing. Scientific Reports 12:1.
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Kensuke Tanioka, Yuki Furotani & Satoru Hiwa. (2022) Thresholding Approach for Low-Rank Correlation Matrix Based on MM Algorithm. Entropy 24:5, pages 579.
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