A unified approach to penalized likelihood estimation of covariance matrices in high dimensions

Fuente: arXiv

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Bibliographic Details
Main Authors:	Cibinel, Luca, Roverato, Alberto, Vinciotti, Veronica
Format:	Preprint
Published:	2024
Subjects:	Methodology
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2410.02403