Adaptive Thresholding for Sparse Covariance Matrix...

Adaptive Thresholding for Sparse Covariance Matrix Estimation

Cai, Tony, Liu, Weidong
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Volume:
106
Language:
english
Journal:
Journal of the American Statistical Association
DOI:
10.1198/jasa.2011.tm10560
Date:
June, 2011
File:
PDF, 401 KB
english, 2011
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