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Positive definite estimators of large covariance matrices
Adam J. Rothman
Statistics (Twin Cities)
Research output
:
Contribution to journal
›
Article
›
peer-review
93
Scopus citations
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Dive into the research topics of 'Positive definite estimators of large covariance matrices'. Together they form a unique fingerprint.
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Mathematics
Speech Signal
100%
Logarithmic Barrier Function
95%
Positive Definiteness
73%
Lasso
71%
Computational Algorithm
69%
Diverge
67%
Sparsity
63%
Convex Optimization
63%
Penalty
56%
Positive definite
55%
Covariance matrix
55%
Efficient Algorithms
52%
Convergence Rate
50%
High-dimensional
49%
Sample Size
46%
Simulation
38%
Estimator
36%
Business & Economics
Convex Optimization
86%
Sample Size
83%
Penalty
54%
Estimator
48%
Simulation
40%
Engineering & Materials Science
Convex optimization
64%
Covariance matrix
62%
Agriculture & Biology
variance covariance matrix
84%
sampling
21%
Medicine & Life Sciences
Sample Size
54%