Juliane, Schäfer; Korbinian, Strimmer - In: Statistical Applications in Genetics and Molecular Biology 4 (2005) 1, pp. 1-32
Inferring large-scale covariance matrices from sparse genomic data is an ubiquitous problem in bioinformatics. Clearly, the widely used standard covariance and correlation estimators are ill-suited for this purpose. As statistically efficient and computationally fast alternative we propose a...