A Constrained l 1 Minimization Approach to Sparse Precision Matrix Estimation

ISSN： 0162-1459

Source： Journal of the American Statistical Association, Vol.106, Iss.494, 2011-06, pp. : 594-607

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Estimation of a sparse and spiked covariance matrix

By Lian Heng Fan Zengyan

Journal of Nonparametric Statistics, Vol. 27, Iss. 2, 2015-04 ,pp. : 241-252

Taylor & Francis Ltd

Access to resources Recommend Favorite

Adaptive Thresholding for Sparse Covariance Matrix Estimation

By Cai Tony Liu Weidong

Journal of the American Statistical Association, Vol. 106, Iss. 494, 2011-06 ,pp. : 672-684

Taylor & Francis Ltd

Access to resources Recommend Favorite

A Direct Estimation Approach to Sparse Linear Discriminant Analysis

By Cai Tony Liu Weidong

Journal of the American Statistical Association, Vol. 106, Iss. 496, 2011-12 ,pp. : 1566-1577

Taylor & Francis Ltd

Access to resources Recommend Favorite

Bootstrap Testing of the Rank of a Matrix via Least-Squared Constrained Estimation

By Portier François Delyon Bernard

Journal of the American Statistical Association, Vol. 109, Iss. 505, 2014-01 ,pp. : 160-172

Taylor & Francis Ltd

Access to resources Recommend Favorite

L1-estimation for spatial nonparametric regression

By Xu Rongrong Wang Jinde

Journal of Nonparametric Statistics, Vol. 20, Iss. 6, 2008-08 ,pp. : 523-537

Taylor & Francis Ltd

Access to resources Recommend Favorite