Large covariance estimation by thresholding principal orthogonal complements
Author(s): Fan, Jianqing; Liao, Yuan; Mincheva, Martina
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http://arks.princeton.edu/ark:/88435/pr1637t| Publication Date: | Sep-2013 |
| Electronic Publication Date: | 12-Aug-2013 |
| Citation: | Fan, 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.12016 |
| DOI: | doi:10.1111/rssb.12016 |
| ISSN: | 1369-7412 |
| Pages: | 603 - 680 |
| Type of Material: | Journal Article |
| Journal/Proceeding Title: | Journal of the Royal Statistical Society: Series B (Statistical Methodology) |
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