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. - American Statistical Association. - Vol. 104.2009, 485, p. 177-186
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10004982716