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"Cross-Validated Loss-based Covariance Matrix Estimator Selection in High ..."

Philippe Boileau et al. (2023)

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DOI: 10.1080/10618600.2022.2110883

access: closed

type: Journal Article

metadata version: 2023-08-31

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Philippe Boileau, Nima S. Hejazi, Mark J. van der Laan, Sandrine Dudoit:
Cross-Validated Loss-based Covariance Matrix Estimator Selection in High Dimensions. J. Comput. Graph. Stat. 32(2): 601-612 (2023)

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