Adaptive Thresholding for Sparse Covariance Matrix Estimation
| Year of publication: |
2011
|
|---|---|
| Authors: | Cai, Tony ; Liu, Weidong |
| Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 106.2011, 494, p. 672-685
|