Discussion of “High-dimensional autocovariance matrices and optimal linear prediction”

Xiaohui Chen

doi:10.1214/15-EJS1007

Discussion of “High-dimensional autocovariance matrices and optimal linear prediction”

Statistics

Research output: Contribution to journal › Article › peer-review

Original language	English (US)
Pages (from-to)	801-810
Number of pages	10
Journal	Electronic Journal of Statistics
Volume	9
DOIs	https://doi.org/10.1214/15-EJS1007
State	Published - 2015

Keywords

Optimal linear predition
Shrinkage
Sparsity

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

Online availability

10.1214/15-EJS1007

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author = "Xiaohui Chen",

year = "2015",

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volume = "9",

pages = "801--810",

journal = "Electronic Journal of Statistics",

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KW - Sparsity

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JO - Electronic Journal of Statistics

JF - Electronic Journal of Statistics

ER -

Discussion of “High-dimensional autocovariance matrices and optimal linear prediction”

Keywords

ASJC Scopus subject areas

Online availability

Library availability

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