Estimation of sparse covariance matrix via non-convex regularization
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Publication:6536688
DOI10.1016/J.JMVA.2024.105294MaRDI QIDQ6536688FDOQ6536688
Authors: Xin Wang, Lingchen Kong, Liqun Wang
Publication date: 13 May 2024
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Multivariate analysis (62Hxx)
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