Sparse estimation of large covariance matrices via a nested Lasso penalty

标题
Sparse estimation of large covariance matrices via a nested Lasso penalty
作者
关键词
-
出版物
Annals of Applied Statistics
Volume 2, Issue 1, Pages 245-263
出版商
Institute of Mathematical Statistics
发表日期
2008-03-24
DOI
10.1214/07-aoas139

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