A regularized profile likelihood approach to covariance matrix estimation (Q334313)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A regularized profile likelihood approach to covariance matrix estimation |
scientific article |
Statements
A regularized profile likelihood approach to covariance matrix estimation (English)
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1 November 2016
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covariance matrix
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eigenvalues
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isotonic regression
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Laplace approximation
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modified profile likelihood
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