Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate
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Publication:2306279
DOI10.1016/j.jmva.2020.104598zbMath1437.62198OpenAlexW3006314507MaRDI QIDQ2306279
Lu Niu, Jun-Long Zhao, Xiu-Min Liu
Publication date: 20 March 2020
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2020.104598
robust estimatebigraphical modelhigh-dimensional matrix-variatelatent correlation matrixsparse Kronecker structure
Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Applications of statistics to biology and medical sciences; meta analysis (62P10) Image analysis in multivariate analysis (62H35) Probabilistic graphical models (62H22)
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Cites Work
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