Sparse estimation of high-dimensional correlation matrices (Q1660228)
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scientific article; zbMATH DE number 6918713
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse estimation of high-dimensional correlation matrices |
scientific article; zbMATH DE number 6918713 |
Statements
Sparse estimation of high-dimensional correlation matrices (English)
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15 August 2018
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accelerated proximal gradient
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correlation matrix
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high-dimensionality
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positive definiteness
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sparsity
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