High-dimensional covariance estimation by minimizing ℓ1-penalized log-determinant divergence

Title
High-dimensional covariance estimation by minimizing ℓ1-penalized log-determinant divergence
Authors
Keywords
-
Journal
Electronic Journal of Statistics
Volume 5, Issue -, Pages 935-980
Publisher
Institute of Mathematical Statistics
Online
2011-09-16
DOI
10.1214/11-ejs631

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