Operator norm consistent estimation of large-dimensional sparse covariance matrices

21 January 2009

Papers citing "Operator norm consistent estimation of large-dimensional sparse covariance matrices"

2 / 2 papers shown

Title
Covariance regularization by thresholding Peter J. Bickel Elizaveta Levina 149 1,270 0 20 Jan 2009
Regularized estimation of large covariance matrices Peter J. Bickel Elizaveta Levina 95 1,384 0 13 Mar 2008