Large Covariance Estimation by Thresholding Principal Orthogonal Complements
SSRN Electronic Journal
doi 10.2139/ssrn.1977673
Full Text
Open PDFAbstract
Available in full text
Date
January 1, 2011
Authors
Publisher
Elsevier BV
Available in full text
January 1, 2011
Elsevier BV