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 Series B. - Royal Statistical Society - RSS, ISSN 1369-7412. - Vol. 75.2013, 4, p. 603-680
|
| Publisher: |
Royal Statistical Society - RSS |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010713427