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- Publisher Website: 10.1016/j.csda.2017.04.004
- Scopus: eid_2-s2.0-85019605239
- WOS: WOS:000404699500002
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Article: High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood
Title | High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood |
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Authors | |
Keywords | Covariance matrix estimation Matrix-logarithm transformation Penalization |
Issue Date | 2017 |
Publisher | Elsevier 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? |
Persistent Identifier | http://hdl.handle.net/10722/249335 |
ISSN | 2023 Impact Factor: 1.5 2023 SCImago Journal Rankings: 1.008 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Yu, PLH | - |
dc.contributor.author | WANG, X | - |
dc.contributor.author | ZHU, Y | - |
dc.date.accessioned | 2017-11-21T03:00:43Z | - |
dc.date.available | 2017-11-21T03:00:43Z | - |
dc.date.issued | 2017 | - |
dc.identifier.citation | Computational Statistics & Data Analysis, 2017, v. 114, p. 12-25 | - |
dc.identifier.issn | 0167-9473 | - |
dc.identifier.uri | http://hdl.handle.net/10722/249335 | - |
dc.language | eng | - |
dc.publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/csda | - |
dc.relation.ispartof | Computational Statistics & Data Analysis | - |
dc.rights | Posting 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.subject | Covariance matrix estimation | - |
dc.subject | Matrix-logarithm transformation | - |
dc.subject | Penalization | - |
dc.title | High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood | - |
dc.type | Article | - |
dc.identifier.email | Yu, PLH: plhyu@hku.hk | - |
dc.identifier.authority | Yu, PLH=rp00835 | - |
dc.identifier.doi | 10.1016/j.csda.2017.04.004 | - |
dc.identifier.scopus | eid_2-s2.0-85019605239 | - |
dc.identifier.hkuros | 282697 | - |
dc.identifier.volume | 114 | - |
dc.identifier.spage | 12 | - |
dc.identifier.epage | 25 | - |
dc.identifier.isi | WOS:000404699500002 | - |
dc.publisher.place | Netherlands | - |
dc.identifier.issnl | 0167-9473 | - |