Generalized Thresholding of Large Covariance Matrices
Work
Year: 2009
Type: article
Authors Adam Rothman, Elizaveta Levina, Ji Zhu
Institution University of Michigan–Ann Arbor
Cites: 35
Cited by: 492
Related to: 10
FWCI: 13.93
Citation percentile (by year/subfield): 99.98
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: closed