High‐Dimensional Covariance Estimation (Q5326193)

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scientific article; zbMATH DE number 6193445
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High‐Dimensional Covariance Estimation
scientific article; zbMATH DE number 6193445

    Statements

    High‐Dimensional Covariance Estimation (English)
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    31 July 2013
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    Sparsity
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    Gaussian graphical models
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    Regularization
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    Lasso
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    Banding
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    Tapering
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    Thresholding
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