Regularization for high-dimensional covariance matrix

Special Matrices 2016 / 01 Vol. 4; Iss. 1

Regularization for high-dimensional covariance matrix

Cui, Xiangzhao, Li, Chun, Zhao, Jine, Zeng, Li, Zhang, Defei, Pan, Jianxin
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Volume:
4
Language:
english
Journal:
Special Matrices
DOI:
10.1515/spma-2016-0018
Date:
January, 2016
File:
PDF, 276 KB
english, 2016
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