Andrés García-Medina1, Salvatore Miccichè2, Rosario N Mantegna3

  • 1Centro de Investigación en Matemáticas, Unidad Monterrey, Av. Alianza Centro 502, PIIT 66628, Apodaca, Nuevo León, México and Consejo Nacional de Humanidades, Ciencias y Tecnologías, Av. Insurgentes Sur 1582, Col. Crédito Constructor 03940, Ciudad de México, México.

Physical review. E
|November 18, 2023
PubMed
概括

层次集群估计器 (HCE) 在分析高维高斯模型时优于旋转不变估计器 (RIE). 结合收缩和HCE的两步估计器最好在块和嵌套模型中确定过样本的交叉相关性.

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