📣 Try out the NEW Gateway to Research and let us know what you think.

We're looking for users to test the new service during August and September and share their feedback. Express your interest by completing this short form.

Robust estimation of high-dimensional covariance and precision matrices. (2018)

First Author: Avella-Medina M

Attributed to: Principled inference for functionals of large structured covariance matrices. funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1093/biomet/asy011

PubMed Identifier: 30337763

Publication URI: http://europepmc.org/abstract/MED/30337763

Type: Journal Article/Review

Volume: 105

Parent Publication: Biometrika

Issue: 2

ISSN: 0006-3444