Estimation of sparse covariance matrix via non-convex regularization
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Cites work
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Cited in
(6)- Optimal estimation for a family of sparse covariance matrices with missing data
- Optimal estimations for sparse precision matrices under non-standard moment conditions
- Optimal estimation of high-dimensional sparse covariance matrices with missing data
- Adaptive _q regularized estimation for high-dimensional sparse covariance matrix
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