Positive Definite Estimation of Large Covariance Matrix Using Generalized Nonconvex Penalties (Q6272546)

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preprint article from arXiv
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Positive Definite Estimation of Large Covariance Matrix Using Generalized Nonconvex Penalties
preprint article from arXiv

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    14 April 2016
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    cs.IT
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    cs.LG
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    math.IT
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    stat.ML
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    Fei Wen
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    Yuan Yang
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    Peilin Liu
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    Robert C. Qiu
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