A new approach to Cholesky-based covariance regularization in high dimensions
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Publication:2786367
DOI10.1093/biomet/asq022zbMath1195.62089arXiv0903.0645OpenAlexW2067567045MaRDI QIDQ2786367
Adam J. Rothman, Ji Zhu, Elizaveta Levina
Publication date: 22 September 2010
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0903.0645
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