A Novel Two-Stage Adaptive Method for Estimating Large Covariance and Precision Matrices
Estimating large covariance and precision (inverse covariance) matrices has become increasingly important in high dimensional statistics because of its wide applications. The estimation problem is challenging not only theoretically due to the constraint of its positive definiteness, but also computa...
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| Format: | Others |
| Language: | English |
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University of North Texas
2019
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| Online Access: | https://digital.library.unt.edu/ark:/67531/metadc1538782/ |