Data · dataset · 2018
Data for: Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage
Listed in Teesside University Research Data Repository
Fixed support positive definite modification of covariance matrix estimators via linear shrinkage by Young-Geun Choi, Junyong Park, Anindya Roy, and Johan Lim Chapter 4.
Description
Simulations run the followings consequtively (1 -> 2 -> 3 and 4): 1. (repeatedly generate data and calculate estimators and store results) /simulation/simul_cov/covsim.R 2.
(aggregate results over replications) /simulation/simul_cov/replication_aggregate.R 3. (2.1 empirical spectrum) /simulation/simul_cov/result_empiricalspectrum.R 4. (2.2 error comparison) /simulation/simul_cov/result_empiricalerrors.R Chapter 5.
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Data examples 5.1. Speech recognition (coded in MATLAB): run /data_examples/1_speech/DA_main.m 5.2. Portfolio (coded in MATLAB): run /data_examples/2_portfolio/positiveMVR_exec_daily.m and simpleMVR_exec_daily.m
Links
Where it is published
- DOI doi.org/10.17632/jbjpp485t5.1 ↗
DOI / persistent id · from researchdata tees ac uk
Catalogue records · 1
- OAI-PMH record data.mendeley.com/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai%3Adata… ↗
metadata API · from researchdata tees ac uk
Topics
- From keywords
- Earth & Environmental Science
- Inferred from text
- Audio 65% · Simulation 75%
Provenance · 1 source records, 8 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| Teesside University Research Data Repository | oai:data.mendeley.com/jbjpp485t5.1 | 9 h ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| access_level | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:earth-environmental | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[method].local:method:simulation | enrichment · researchdata tees ac uk | keyword-concept-rules@1.0.0 | title+description (75%) |
| concepts[modality].local:modality:audio | enrichment · researchdata tees ac uk | keyword-concept-rules@1.0.0 | title+description (65%) |
| description | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/description |
| license | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/rights |
| publication_date | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| title | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/title |