Cross-Validated Loss-Based Covariance Matrix Estimator Selection in High Dimensions.

Boileau, Philippe; Hejazi, Nima S; van der Laan, Mark J; Dudoit, Sandrine.

Boileau P; Graduate Group in Biostatistics and Center for Computational Biology, UC Berkeley.
Hejazi NS; Division of Biostatistics, Department of Population Health Sciences, Weill Cornell Medicine.
van der Laan MJ; Division of Biostatistics, Department of Statistics, and Center for Computational Biology, UC Berkeley.
Dudoit S; Department of Statistics, Division of Biostatistics, and Center for Computational Biology, UC Berkeley.

J Comput Graph Stat ; 32(2): 601-612, 2023.

Article en En | MEDLINE | ID: mdl-37273839