Positive definite estimators of large covariance matrices

Biometrika

Volumn 99, Issue 3, 2012, Pages 733-740

  Rothman, Adam J ^a  

^a UNIVERSITY OF MINNESOTA   (United States)

Author keywords

Barrier function; Classification; Convex optimization; High dimensional data; Sparsity

Indexed keywords

EID: 84865499369     PISSN: 00063444     EISSN: 14643510     Source Type: Journal    
DOI: 10.1093/biomet/ass025     Document Type: Article

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