Robust precision matrix estimation via weighted median regression with regularization (Q4960917)
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scientific article; zbMATH DE number 7193332
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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