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Covariance Matrix Estimation (High Dimensional)

Statistical Theory and Methods

  1. Mohsen Pourahmadi1,
  2. Wei Biao Wu2

Published Online: 15 JAN 2013

DOI: 10.1002/9780470057339.vnn128

Encyclopedia of Environmetrics

Encyclopedia of Environmetrics

How to Cite

Pourahmadi, M. and Biao Wu, W. 2013. Covariance Matrix Estimation (High Dimensional). Encyclopedia of Environmetrics. 2.

Author Information

  1. 1

    Texas A&M University, College Station, TX, USA

  2. 2

    University of Chicago, IL, USA

Publication History

  1. Published Online: 15 JAN 2013

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