SURE-tuned tapering estimation of large covariance matrices

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Technical Report 688 Computational Statistics and Data Analysis.pdf (779.22 KB)

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https://hdl.handle.net/11299/199692

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SURE-tuned tapering estimation of large covariance matrices

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Yi, Feng

Zou, Hui

Published Date

2011-07

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University of Minnesota

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Technical Report

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1 online resource (PDF, 13 pages)

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School of Statistics Technical Reports

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Technical report; No. 688

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Yi, Feng; Zou, Hui. (2011). SURE-tuned tapering estimation of large covariance matrices. Retrieved from the University Digital Conservancy, https://hdl.handle.net/11299/199692.

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