Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
10.1079/BJN2001430 | ||||
Positive-Definite ℓ1-Penalized Estimation of Large Covariance Matrices | Journal of the American Statistical Association |
| 101 | 2012 |
A proximal distance algorithm for likelihood-based sparse covariance estimation | Biometrika |
| 4 | 2022 |
10.1017/9781108231596 | ||||
10.1137/15M1011020 |