A Constrainedℓ1Minimization Approach to Sparse Precision Matrix Estimation

Published 2011 View Full Article

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Title
A Constrainedℓ1Minimization Approach to Sparse Precision Matrix Estimation
Authors
Keywords
-
Journal
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
Volume 106, Issue 494, Pages 594-607
Publisher
Informa UK Limited
Online
2011-03-29
DOI
10.1198/jasa.2011.tm10155

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