Positive Definite Estimation of Large Covariance Matrix Using Generalized Nonconvex Penalties
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Publication:6272546
arXiv1604.04348MaRDI QIDQ6272546
Peilin Liu, Yuan Yang, Robert C. Qiu, Fei Wen
Publication date: 14 April 2016
Has companion code repository: https://github.com/FWen/Nonconvex-PDLCE
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