Sparse estimation of large covariance matrices via a nested Lasso penalty

Published 2008 View Full Article

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Title
Sparse estimation of large covariance matrices via a nested Lasso penalty
Authors
Keywords
-
Journal
Annals of Applied Statistics
Volume 2, Issue 1, Pages 245-263
Publisher
Institute of Mathematical Statistics
Online
2008-03-24
DOI
10.1214/07-aoas139

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