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"Positive Definite Estimation of Large Covariance Matrix Using Generalized ..."

Fei Wen et al. (2016)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/WenYLQ16
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  persistent URL:
  - https://dblp.org/rec/journals/corr/WenYLQ16
Fei Wen, Yuan Yang, Peilin Liu, Robert C. Qiu:
Positive Definite Estimation of Large Covariance Matrix Using Generalized Nonconvex Penalties. CoRR abs/1604.04348 (2016)

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