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机译:Factorized estimation of high-dimensional nonparametric covariance models
Univ Kent, Sch Math Stat & Actuarial Sci, Canterbury CT2 7FS, Kent, England;
Univ Kent, Sch Math Stat & Actuarial Sci, Canterbury CT2 7FS, Kent, England|Dali Univ, Sch Math & Comp Sci, Dali, Peoples R China;
high; 8208; dimensional nonparametric covariance models; kernel estimator; shrinkage and consistency; thresholding;