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Sparse Estimation of Large Covariance Matrices via a Nested Lasso Penalty
Elizaveta Levina, Adam Rothman and Ji ZhuVolume:
2
Language:
english
Journal:
The Annals of Applied Statistics
DOI:
10.2307/30244185
Date:
March, 2008
File:
PDF, 1.58 MB
english, 2008