High-Dimensional Covariance Estimation With High-Dimensional Data
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High-Dimensional Covariance Estimation features chapters on: Data, Sparsity, and Regularization Regularizing the Eigenstructure Banding, Tapering, and Thresholding Covariance Matrices Sparse Gaussian Graphical Models Multivariate Regression ...
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International Standard Book Number (ISBN) 10
International Standard Book Number (ISBN) 13