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"D-trace estimation of a precision matrix using adaptive Lasso penalties."

Vahe Avagyan, Andrés M. Alonso, Francisco J. Nogales (2018)

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DOI: 10.1007/S11634-016-0272-8

access: closed

type: Journal Article

metadata version: 2020-04-01

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Vahe Avagyan, Andrés M. Alonso, Francisco J. Nogales:
D-trace estimation of a precision matrix using adaptive Lasso penalties. Adv. Data Anal. Classif. 12(2): 425-447 (2018)

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