Sparse covariance thresholding for high-dimensional variable selection

DOI10.5705/ss.2011.028azbMath1214.62059arXiv1006.1146OpenAlexW2962970702MaRDI QIDQ2999743

X. Jessie Jeng, Z. John Daye

Publication date: 16 May 2011

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.1146

Mathematics Subject Classification ID

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