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

标题
High-dimensional covariance estimation by minimizing ℓ1-penalized log-determinant divergence
作者
关键词
-
出版物
Electronic Journal of Statistics
Volume 5, Issue -, Pages 935-980
出版商
Institute of Mathematical Statistics
发表日期
2011-09-16
DOI
10.1214/11-ejs631

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