Joint estimation of covariance matrix via Cholesky Decomposition

Ph.D

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Bibliographic Details
Main Author:	JIANG XIAOJUN
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Theses and Dissertations
Language:	English
Published:	2012
Subjects:	Covariance Matrix, Sparsity, Group LASSO, Penalty Function, Longitudinal Data
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/35888
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Institution:	National University of Singapore
Language:	English

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record_format	dspace
spelling	sg-nus-scholar.10635-358882015-01-17T04:24:53Z Joint estimation of covariance matrix via Cholesky Decomposition JIANG XIAOJUN STATISTICS & APPLIED PROBABILITY LENG CHENLEI Covariance Matrix, Sparsity, Group LASSO, Penalty Function, Longitudinal Data Ph.D DOCTOR OF PHILOSOPHY 2012-12-31T18:04:25Z 2012-12-31T18:04:25Z 2012-08-15 Thesis JIANG XIAOJUN (2012-08-15). Joint estimation of covariance matrix via Cholesky Decomposition. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/35888 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	Covariance Matrix, Sparsity, Group LASSO, Penalty Function, Longitudinal Data
spellingShingle	Covariance Matrix, Sparsity, Group LASSO, Penalty Function, Longitudinal Data JIANG XIAOJUN Joint estimation of covariance matrix via Cholesky Decomposition
description	Ph.D
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY JIANG XIAOJUN
format	Theses and Dissertations
author	JIANG XIAOJUN
author_sort	JIANG XIAOJUN
title	Joint estimation of covariance matrix via Cholesky Decomposition
title_short	Joint estimation of covariance matrix via Cholesky Decomposition
title_full	Joint estimation of covariance matrix via Cholesky Decomposition
title_fullStr	Joint estimation of covariance matrix via Cholesky Decomposition
title_full_unstemmed	Joint estimation of covariance matrix via Cholesky Decomposition
title_sort	joint estimation of covariance matrix via cholesky decomposition
publishDate	2012
url	http://scholarbank.nus.edu.sg/handle/10635/35888
_version_	1681081638921961472

Joint estimation of covariance matrix via Cholesky Decomposition

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