Large covariance estimation by thresholding principal orthogonal complements
| Year of publication: |
2013
|
|---|---|
| Authors: | Fan, Jianqing ; Liao, Yuan ; Mincheva, Martina |
| Published in: |
Journal of the Royal Statistical Society / B. - London : Royal Statistical Society, ISSN 0035-9246, ZDB-ID 2047950. - Vol. 75.2013, 4, p. 603-680
|