Pages that link to "Item:Q1658345"

The following pages link to High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood (Q1658345):

Displaying 2 items.

• Shrinking the Covariance Matrix Using Convex Penalties on the Matrix-Log Transformation (Q5066396) (← links)
• On variable ordination of Cholesky‐based estimation for a sparse covariance matrix (Q6059504) (← links)