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
    0 references
    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

    Identifiers