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Article: High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood

TitleHigh dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood
Authors
Yu, PLHWANG, XZHU, Y
KeywordsCovariance matrix estimation
Matrix-logarithm transformation
Penalization
Issue Date2017
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/csda
Citation
Computational Statistics & Data Analysis, 2017, v. 114, p. 12-25 How to Cite?
DOI: http://dx.doi.org/10.1016/j.csda.2017.04.004
Persistent Identifierhttp://hdl.handle.net/10722/249335
ISSN
0167-9473
2023 Impact Factor: 1.5
2023 SCImago Journal Rankings: 1.008
ISI Accession Number ID
WOS:000404699500002

 

DC FieldValueLanguage
dc.contributor.authorYu, PLH-
dc.contributor.authorWANG, X-
dc.contributor.authorZHU, Y-
dc.date.accessioned2017-11-21T03:00:43Z-
dc.date.available2017-11-21T03:00:43Z-
dc.date.issued2017-
dc.identifier.citationComputational Statistics & Data Analysis, 2017, v. 114, p. 12-25-
dc.identifier.issn0167-9473-
dc.identifier.urihttp://hdl.handle.net/10722/249335-
dc.languageeng-
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/csda-
dc.relation.ispartofComputational Statistics & Data Analysis-
dc.rightsPosting accepted manuscript (postprint): © <year>. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/-
dc.subjectCovariance matrix estimation-
dc.subjectMatrix-logarithm transformation-
dc.subjectPenalization-
dc.titleHigh dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood-
dc.typeArticle-
dc.identifier.emailYu, PLH: plhyu@hku.hk-
dc.identifier.authorityYu, PLH=rp00835-
dc.identifier.doi10.1016/j.csda.2017.04.004-
dc.identifier.scopuseid_2-s2.0-85019605239-
dc.identifier.hkuros282697-
dc.identifier.volume114-
dc.identifier.spage12-
dc.identifier.epage25-
dc.identifier.isiWOS:000404699500002-
dc.publisher.placeNetherlands-
dc.identifier.issnl0167-9473-

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