Covariance regularization by thresholding (Q1000302)

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Covariance regularization by thresholding
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    Covariance regularization by thresholding (English)
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    6 February 2009
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    covariance estimation
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    regularization
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    sparsity
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    thresholding
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    large \(p\) small \(n\)
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    high dimension low sample size
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    climate data
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