Robust precision matrix estimation via weighted median regression with regularization (Q4960917)
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scientific article; zbMATH DE number 7193332
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| English | Robust precision matrix estimation via weighted median regression with regularization |
scientific article; zbMATH DE number 7193332 |
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Robust precision matrix estimation via weighted median regression with regularization (English)
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24 April 2020
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median regression
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regularization
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sparse precision matrix
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0.8422914147377014
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0.7628631591796875
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0.7431772351264954
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0.7351360321044922
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0.731956422328949
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