Generalized thresholding of large covariance matrices

Adam J. Rothman, Elizaveta Levina, and Ji Zhu

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 \| Lineare Algebra \| Linear algebra \| Schätztheorie \| Estimation theory

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