Wird geladen...
Robust estimation of high-dimensional covariance and precision matrices
High-dimensional data are often most plausibly generated from distributions with complex structure and leptokurtosis in some or all components. Covariance and precision matrices provide a useful summary of such structure, yet the performance of popular matrix estimators typically hinges upon a sub-G...
Gespeichert in:
| Veröffentlicht in: | Biometrika |
|---|---|
| Hauptverfasser: | , , , |
| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Oxford University Press
2018
|
| Schlagworte: | |
| Online Zugang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC6188670/ https://ncbi.nlm.nih.gov/pubmed/30337763 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/biomet/asy011 |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|