Generalized thresholding of large covariance matrices
Year of publication: |
2009
|
---|---|
Authors: | Rothman, Adam J. ; Levina, Elizaveta ; Zhu, Ji |
Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 104.2009, 485, p. 177-186
|
Subject: | Korrelation | Correlation | Schätztheorie | Estimation theory | Lineare Algebra | Linear algebra | Varianzanalyse | Analysis of variance |
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