Positive-Definite 1-Penalized Estimation of Large Covariance Matrices
Year of publication: |
2012
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Authors: | Xue, Lingzhou ; Ma, Shiqian ; Zou, Hui |
Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 107.2012, 500 (1.12.), p. 1480-1491
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