Consistent Estimators of the Population Covariance Matrix and Its Reparameterizations

Consistent Estimators of the Population Covariance Matrix and Its Reparameterizations

For the high-dimensional covariance estimation problem, when <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><msub><mo movablelimits="true" form="prefix">lim</mo><m...

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Bibliographic Details
Main Authors: Chia-Hsuan Tsai, Ming-Tien Tsai
Format: Article
Language:English
Published: MDPI AG 2025-01-01
Series:Mathematics
Subjects:
high-dimensional covariance matrix
MLEs
the consistent estimator
the decomposite <named-content content-type="inline-formula"><inline-formula> <mml:math id="mm3222"> <mml:semantics> <mml:msubsup> <mml:mi>T</mml:mi> <mml:mrow> <mml:mi>T</mml:mi> </mml:mrow> <mml:mn>2</mml:mn> </mml:msubsup> </mml:semantics> </mml:math> </inline-formula></named-content>-test
Online Access:https://www.mdpi.com/2227-7390/13/2/191
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