Group symmetry and covariance regularization
From MaRDI portal
Publication:1950873
DOI10.1214/12-EJS723zbMath1295.62023arXiv1111.7061MaRDI QIDQ1950873
Parikshit Shah, Venkat Chandrasekaran
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.7061
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ordinary representations and characters (20C15)
Related Items
Gaussian and robust Kronecker product covariance estimation: existence and uniqueness, Matrix compression along isogenic blocks, Symmetries in directed Gaussian graphical models, Model selection in the space of Gaussian models invariant by symmetry
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Cites Work
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