Sparse permutation invariant covariance estimation

Sparse permutation invariant covariance estimation

Rothman, Adam J., Bickel, Peter J., Levina, Elizaveta, Zhu, Ji
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Volume:
2
Year:
2008
Language:
english
Journal:
Electronic Journal of Statistics
DOI:
10.1214/08-ejs176
File:
PDF, 319 KB
english, 2008
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