Mohsen Pourahmadi: 1 book
High-Dimensional Covariance Estimation
With High-Dimensional Data
Language: English
Release Date: May 28, 2013
Methods for estimating sparse and large covariance matrices
Covariance and correlation matrices play fundamental roles in every aspect of the analysis of multivariate data collected from a variety of fields including business and economics, health care, engineering, and environmental and physical...
