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Large covariance estimation by thresholding principal orthogonal complements

Author(s): Fan, Jianqing; Liao, Yuan; Mincheva, Martina

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dc.contributor.authorFan, Jianqingen_US
dc.contributor.authorLiao, Yuanen_US
dc.contributor.authorMincheva, Martinaen_US
dc.date.accessioned2018-07-20T15:07:48Z-
dc.date.available2018-07-20T15:07:48Z-
dc.date.issued2013-09en_US
dc.identifier.citationFan, Jianqing, Liao, Yuan, Mincheva, Martina. (2013). Large covariance estimation by thresholding principal orthogonal complements. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 75 (4), 603 - 680. doi:10.1111/rssb.12016en_US
dc.identifier.issn1369-7412en_US
dc.identifier.urihttp://arks.princeton.edu/ark:/88435/pr1637t-
dc.format.extent603 - 680en_US
dc.relation.ispartofJournal of the Royal Statistical Society: Series B (Statistical Methodology)en_US
dc.titleLarge covariance estimation by thresholding principal orthogonal complementsen_US
dc.typeJournal Article-
dc.identifier.doidoi:10.1111/rssb.12016en_US
dc.date.eissued2013-08-12en_US
pu.type.symplectichttp://www.symplectic.co.uk/publications/atom-terms/1.0/journal-articleen_US

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