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