Covariance structure regularization via entropy loss function
type: Item
instance of: scholarly article
title: Covariance structure regularization via entropy loss function
zbMATH Open document ID: 1506.62109
author: Lijing Lin
author: Nicholas J. Higham
author: Jianxin Pan
published in: Computational Statistics and Data Analysis
publication date: 2018-11-23T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 6983908
zbMATH Keywords: covariance estimation
zbMATH Keywords: covariance structure
zbMATH Keywords: entropy loss function
zbMATH Keywords: Kullback-Leibler divergence
zbMATH Keywords: regularization
Wikidata QID: Q56998653
describes a project that uses: mctoolbox
MaRDI profile type: Publication
full work available at URL: j.csda.2013.10.004
OpenAlex ID: W2134910934
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DBLP publication ID: journals/csda/LinHP14
DOI: 10.1016/J.CSDA.2013.10.004
description: scientific article; zbMATH DE number 6983908