Theory and Methods - Generalized Thresholding of Large Covariance Matrices
Year of publication: |
2009
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Authors: | Rothman, Adam J. ; Levina, Elizaveta ; Zhu, Ji |
Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 104.2009, 485, p. 177-186
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