Improving the Graphical Lasso Estimation for the Precision Matrix Through Roots of the Sample Covariance Matrix
Avagyan, Vahe, Alonso, Andrés M., Nogales, Francisco J.Language:
english
Journal:
Journal of Computational and Graphical Statistics
DOI:
10.1080/10618600.2017.1340890
Date:
June, 2017
File:
PDF, 811 KB
english, 2017