"Stable estimation of a covariance matrix guided by nuclear norm penalties."

Eric C. Chi, Kenneth Lange (2014)

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DOI: 10.1016/J.CSDA.2014.06.018

access: closed

type: Journal Article

metadata version: 2020-02-18

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Eric C. Chi, Kenneth Lange:
Stable estimation of a covariance matrix guided by nuclear norm penalties. Comput. Stat. Data Anal. 80: 117-128 (2014)

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