A Comparison of Methods for Estimating the Determinant of High-Dimensional Covariance Matrix

Mathematics

• Covariance matrix 81%
• Determinant 76%
• High-dimensional 73%
• Covariance Matrix Estimation 54%
• Test Theory 25%
• High-dimensional Data 20%
• Comparison Result 20%
• Information Theory 19%
• Statistical test 19%
• Loss Function 18%
• Dimensionality 18%
• Statistical Inference 17%
• Sample Size 13%
• Simulation Study 12%
• Performance 10%
• Estimate 8%

Business & Economics

• Covariance Matrix 100%
• Covariance Matrix Estimation 60%
• Statistical Tests 25%
• Statistical Inference 25%
• Sample Size 24%
• Information Theory 21%
• Loss Function 20%
• Dimensionality 20%
• Estimation Method 18%
• Simulation Study 17%
• Performance 6%