Cross-Validated Loss-based Covariance Matrix Estimator Selection in High Dimensions

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, April 2023. [doi]

Possibly Related Publications

The following publications are possibly variants of this publication: