通过惩罚矩阵对数变换似然的高维协方差矩阵估计
High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood
Computational Statistics and Data Analysis · 2017
被引 12
ABS 3
- Philip L. H. Yu 通讯
- Xiaohang Wang
- Yuanyuan Zhu
高维统计协方差矩阵估计惩罚似然矩阵对数变换数学优化