Forward adaptive banding for estimating large covariance matrices

10.1093/biomet/asr045

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Bibliographic Details
Main Authors:	Leng, C., Li, B.
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Article
Published:	2014
Subjects:	Adaptive banding Bic Lasso Modified Cholesky decomposition Variable selection
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/105153
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-105153
record_format	dspace
spelling	sg-nus-scholar.10635-1051532023-10-30T22:06:24Z Forward adaptive banding for estimating large covariance matrices Leng, C. Li, B. STATISTICS & APPLIED PROBABILITY Adaptive banding Bic Lasso Modified Cholesky decomposition Variable selection 10.1093/biomet/asr045 Biometrika 98 4 821-830 BIOKA 2014-10-28T05:12:15Z 2014-10-28T05:12:15Z 2011-12 Article Leng, C., Li, B. (2011-12). Forward adaptive banding for estimating large covariance matrices. Biometrika 98 (4) : 821-830. ScholarBank@NUS Repository. https://doi.org/10.1093/biomet/asr045 00063444 http://scholarbank.nus.edu.sg/handle/10635/105153 000297366000005 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Adaptive banding Bic Lasso Modified Cholesky decomposition Variable selection
spellingShingle	Adaptive banding Bic Lasso Modified Cholesky decomposition Variable selection Leng, C. Li, B. Forward adaptive banding for estimating large covariance matrices
description	10.1093/biomet/asr045
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Leng, C. Li, B.
format	Article
author	Leng, C. Li, B.
author_sort	Leng, C.
title	Forward adaptive banding for estimating large covariance matrices
title_short	Forward adaptive banding for estimating large covariance matrices
title_full	Forward adaptive banding for estimating large covariance matrices
title_fullStr	Forward adaptive banding for estimating large covariance matrices
title_full_unstemmed	Forward adaptive banding for estimating large covariance matrices
title_sort	forward adaptive banding for estimating large covariance matrices
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/105153
_version_	1781788002338471936

Forward adaptive banding for estimating large covariance matrices

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