A Constrainedℓ1Minimization Approach to Sparse Precision Matrix Estimation
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Publication:3095179
DOI10.1198/jasa.2011.tm10155zbMath1232.62087arXiv1102.2233OpenAlexW1989727964WikidataQ60116112 ScholiaQ60116112MaRDI QIDQ3095179
T. Tony Cai, Wei-Dong Liu, Xi Luo
Publication date: 28 October 2011
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1102.2233
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Linear programming (90C05)
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