Adaptive Thresholding for Sparse Covariance Matrix Estimation
From MaRDI portal
Publication:3095185
DOI10.1198/jasa.2011.tm10560zbMath1232.62086arXiv1102.2237MaRDI QIDQ3095185
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/1102.2237
62H12: Estimation in multivariate analysis
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