High-Dimensional Covariance Estimation With High-Dimensional Data | Book individual record
abstract

High-Dimensional Covariance Estimation features chapters on: Data, Sparsity, and Regularization Regularizing the Eigenstructure Banding, Tapering, and Thresholding Covariance Matrices Sparse Gaussian Graphical Models Multivariate Regression ...

author list (cited authors)
Pourahmadi, M.
publication date
2013
publisher
keywords
  • Mathematics