Right singular vector projection graphs : fast high dimensional covariance matrix estimation under latent confounding
| Year of publication: |
2020
|
|---|---|
| Authors: | Shah, Rajen D. ; Frot, Benjamin ; Thanei, Gian-Andrea ; Meinshausen, Nicolai |
| Published in: |
Journal of the Royal Statistical Society: Series B (Statistical Methodology). - Wiley, ISSN 1369-7412, ZDB-ID 1490719-7. - Vol. 82.2020, 2 (31.01.), p. 361-389
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/rssb.12359 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012284208