Positive definite estimators of large covariance matrices (Q2913862)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Positive definite estimators of large covariance matrices |
scientific article |
Statements
Positive definite estimators of large covariance matrices (English)
0 references
21 September 2012
0 references
barrier function
0 references
classification
0 references
convex optimization
0 references
high-dimensional data
0 references
sparsity
0 references