Generalized Thresholding of Large Covariance Matrices (Q5256116)
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scientific article; zbMATH DE number 6448242
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Thresholding of Large Covariance Matrices |
scientific article; zbMATH DE number 6448242 |
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Generalized Thresholding of Large Covariance Matrices (English)
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22 June 2015
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covariance
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high-dimensional data
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regularization
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sparsity
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