Large Covariance Estimation by Thresholding Principal Orthogonal Complements. (2013)

First Author: Fan J
Attributed to:  New challenges in high-dimensional statistical inference funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1111/rssb.12016

PubMed Identifier: 24348088

Publication URI: http://europepmc.org/abstract/MED/24348088

Type: Journal Article/Review

Volume: 75

Parent Publication: Journal of the Royal Statistical Society. Series B, Statistical methodology

Issue: 4

ISSN: 1369-7412