Stable estimation of a covariance matrix guided by nuclear norm penalties
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Publication:1623701
DOI10.1016/j.csda.2014.06.018zbMath1506.62043arXiv1305.3312OpenAlexW2081371310WikidataQ42544533 ScholiaQ42544533MaRDI QIDQ1623701
Publication date: 23 November 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1305.3312
Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30)
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Cites Work
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