Estimation of large precision matrices through block penalization

Clifford Lam

Type: Preprint

Publication Date: 2008-05-26

Citations: 0

Locations

arXiv (Cornell University) - View

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+	Weak Convergence and Empirical Processes: With Applications to Statistics	1996	Jon A. Wellner
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+	Parsimonious Covariance Matrix Estimation for Longitudinal Data	2002	Michael S. Smith Robert Kohn
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