A Well-Conditioned and Sparse Estimation of Covariance and Inverse Covariance Matrices Using a Joint Penalty
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Publication:2834445
zbMath1392.62156arXiv1412.7907MaRDI QIDQ2834445
Publication date: 22 November 2016
Full work available at URL: https://arxiv.org/abs/1412.7907
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