Positive definite estimators of large covariance matrices (Q2913862)
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scientific article; zbMATH DE number 6085166
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Positive definite estimators of large covariance matrices |
scientific article; zbMATH DE number 6085166 |
Statements
Positive definite estimators of large covariance matrices (English)
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21 September 2012
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barrier function
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classification
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convex optimization
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high-dimensional data
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sparsity
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0.8775967955589294
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0.8225706815719604
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0.8134030699729919
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0.8060902953147888
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0.7966297268867493
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