Partial estimation of covariance matrices

Probability Theory and Related Fields

Volumn 153, Issue 3-4, 2012, Pages 405-419

  Levina, Elizaveta ^a   Vershynin, Roman ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84864379861     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-011-0349-4     Document Type: Article

References (18)

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