Work

Large Covariance Estimation by Thresholding Principal Orthogonal Complements

Year: 2011

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1977673

Authors: Jianqing Fan, Yuan Liao, Martina Mincheva

Institutions: Princeton University, Rutgers, The State University of New Jersey, University of Maryland, College Park

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funders: Princeton University, National Institutes of Health

Award: G6095283786

OpenAlex ID: W2260046953

Cites: 75

Cited by: 22

Related to: 10