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"Fast and Positive Definite Estimation of Large Covariance Matrix for ..."

Fei Wen et al. (2021)

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DOI: 10.1109/TBDATA.2019.2937785

access: closed

type: Journal Article

metadata version: 2021-09-16

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Fei Wen, Lei Chu, Rendong Ying, Peilin Liu:
Fast and Positive Definite Estimation of Large Covariance Matrix for High-Dimensional Data Analysis. IEEE Trans. Big Data 7(3): 603-609 (2021)

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