Title
SURE-tuned tapering estimation of large covariance matrices
Series/Report Number
Technical report;
No. 688
Description
1 online resource (PDF, 13 pages)
Suggested Citation
Yi, Feng; Zou, Hui.
(2011).
SURE-tuned tapering estimation of large covariance matrices.
University of Minnesota.
Retrieved from the University of Minnesota Digital Conservancy,
https://hdl.handle.net/11299/199692.