✦ LIBER ✦

Positive-Definite ℓ 1 -Penalized Estimation of Large Covariance Matrices

✍ Scribed by Xue, Lingzhou; Ma, Shiqian; Zou, Hui

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the existence of positive-definite ma

✍ Fuhrmann, D.R.; Miller, M.I. 📂 Article 📅 1988 🏛 IEEE 🌐 English ⚖ 705 KB

Penalized maximum-likelihood estimation

✍ Schulz, T.J. 📂 Article 📅 1997 🏛 IEEE 🌐 English ⚖ 367 KB

SURE-tuned tapering estimation of large

✍ Feng Yi; Hui Zou 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 390 KB

Correction to "On the existence of posit

✍ Fuhrmann, D.R. 📂 Article 📅 1997 🏛 IEEE 🌐 English ⚖ 113 KB

Performance of penalized maximum likelih

✍ Karin Meyer 📂 Article 📅 2011 🏛 BioMed Central 🌐 French ⚖ 402 KB

Nonparametric estimation of large covari

✍ Wu, W. B. 📂 Article 📅 2003 🏛 Oxford University Press 🌐 English ⚖ 180 KB