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Positive Definite Estimation of Large Covariance Matrix Using Generalized Nonconvex Penalties - MaRDI portal

Positive Definite Estimation of Large Covariance Matrix Using Generalized Nonconvex Penalties

From MaRDI portal
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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