Sparse estimation of a covariance matrix
type: Item
instance of: scholarly article
published in: Biometrika
volume: 98
issue: 4
page(s): 807-820
publication date: 2011-11-24T00:00:00Z
publication date: 2011-12-28T00:00:00Z
author: J. Bien
author: R. J. Tibshirani
author: Jacob Bien
author: Robert Tibshirani
title: Sparse estimation of a covariance matrix
zbMATH Open document ID: 1228.62063
full work available at URL: pmc3413177
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62P10
Mathematics Subject Classification ID: 90C90
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5992024
zbMATH Keywords: concave-convex procedure
zbMATH Keywords: covariance graph
zbMATH Keywords: generalized gradient descent
zbMATH Keywords: lasso
zbMATH Keywords: majorization-minimization
zbMATH Keywords: regularization
zbMATH Keywords: sparsity
describes a project that uses: R
describes a project that uses: smacof
MaRDI profile type: Publication
OpenAlex ID: W1995436190
Wikidata QID: Q36145008
DOI: 10.1093/BIOMET/ASR054
description: scientific article