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Condition Number Regularized Covariance Estimation
Estimation of high-dimensional covariance matrices is known to be a difficult problem, has many applications, and is of current interest to the larger statistics community. In many applications including so-called the “large p small n” setting, the estimate of the covariance matrix is required to be...
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| Auteurs principaux: | , , , |
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| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
2012
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| Sujets: | |
| Accès en ligne: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3667751/ https://ncbi.nlm.nih.gov/pubmed/23730197 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1111/j.1467-9868.2012.01049.x |
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