Sparse estimation of high-dimensional correlation matrices
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Publication:1660228
DOI10.1016/j.csda.2014.10.001zbMath1468.62044OpenAlexW2090852491MaRDI QIDQ1660228
Defeng Sun, Ying Cui, Chenlei Leng
Publication date: 15 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2014.10.001
Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12)
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Cites Work
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