Robust and sparse estimation of the inverse covariance matrix using rank correlation measures (Q2963607)
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scientific article; zbMATH DE number 6684836
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| English | Robust and sparse estimation of the inverse covariance matrix using rank correlation measures |
scientific article; zbMATH DE number 6684836 |
Statements
Robust and Sparse Estimation of the Inverse Covariance Matrix Using Rank Correlation Measures (English)
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15 February 2017
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robust and sparse estimation
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inverse covariance matrix
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Spearman's rank correlation
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Kendall correlation
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0.7740579843521118
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0.7547760605812073
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0.7509787678718567
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0.7431477904319763
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