Joint estimation of covariance matrix via Cholesky Decomposition

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

Internet

http://scholarbank.nus.edu.sg/handle/10635/35888

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