Title
The comparison of the estimators of banded Toeplitz covariance structure under the high-dimensional multivariate model
Authors
[ 1 ] Instytut Matematyki, Wydział Automatyki, Robotyki i Elektrotechniki, Politechnika Poznańska | [ P ] employee
Scientific discipline (Law 2.0)
Year of publication
2020
Article type
scientific article
Publication language
english
Keywords
EN
- covariance matrix
- projection
- shrinkage
- toeplitz matrix
Pages (from - to)
734 - 752
Ministry points / journal
40
Ministry points / journal in years 2017-2021
40
Impact Factor
1,118
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