"Calibrated Precision Matrix Estimation for High-Dimensional Elliptical ..."

Tuo Zhao, Han Liu (2014)

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DOI: 10.1109/TIT.2014.2360980

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type: Journal Article

metadata version: 2020-03-10

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Tuo Zhao, Han Liu:
Calibrated Precision Matrix Estimation for High-Dimensional Elliptical Distributions. IEEE Trans. Inf. Theory 60(12): 7874-7887 (2014)

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