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Data analysis / Matrices / Multivariate normal distribution / Normal distribution / Fisher information / Maximum likelihood / Covariance matrix / Covariance / Matrix / Statistics / Estimation theory / Covariance and correlation


High-dimensional covariance estimation by minimizing 1-penalized log-determinant divergence
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Document Date: 2011-05-03 19:18:22


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File Size: 480,88 KB

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