Robust estimation of high-dimensional covariance and precision matrices
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Publication:5384584
DOI10.1093/BIOMET/ASY011OpenAlexW2794809244WikidataQ58572938 ScholiaQ58572938MaRDI QIDQ5384584FDOQ5384584
Authors: Marco Avella-Medina, Heather Battey, Quefeng Li, Jianqing Fan
Publication date: 24 June 2019
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/asy011
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- An Efficient Greedy Search Algorithm for High-Dimensional Linear Discriminant Analysis
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