Robust and Sparse Estimation of the Inverse Covariance Matrix Using Rank Correlation Measures (Q2963607)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust and Sparse Estimation of the Inverse Covariance Matrix Using Rank Correlation Measures |
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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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