High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood (Q1658345)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood |
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High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood (English)
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14 August 2018
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covariance matrix estimation
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matrix-logarithm transformation
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penalization
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