Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stable estimation of a covariance matrix guided by nuclear norm penalties |
scientific article |
Statements
Stable estimation of a covariance matrix guided by nuclear norm penalties (English)
0 references
23 November 2018
0 references
covariance estimation
0 references
regularization
0 references
condition number
0 references
discriminant analysis
0 references
EM clustering
0 references
