A novel robust estimation for high-dimensional precision matrices (Q6629954)
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scientific article; zbMATH DE number 7936149
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| English | A novel robust estimation for high-dimensional precision matrices |
scientific article; zbMATH DE number 7936149 |
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A novel robust estimation for high-dimensional precision matrices (English)
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30 October 2024
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modified Cholesky decomposition
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penalized LAD
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precision matrix
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robust estimation
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