High-Dimensional Covariance Estimation With High-Dimensional Data Book uri icon

abstract

  • 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 ...

author list (cited authors)

  • Pourahmadi, M.

complete list of authors

  • Pourahmadi, Mohsen

publication date

  • May 2013