Philippe Boileau1, Nima S Hejazi2, Mark J van der Laan3

  • 1Graduate Group in Biostatistics and Center for Computational Biology, UC Berkeley.

Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America
|June 5, 2023
PubMed
概括

在高维度中选择最好的协差矩阵估计器是具有挑战性的. 本研究引入了一种交叉验证方法,以最佳选择估计器,证明其在模拟和现实数据分析中的有效性.

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