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"Positive-definite thresholding estimators of covariance matrices with zeros."

Rakheon Kim, Mohsen Pourahmadi, Tanya P. Garcia (2023)

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DOI: 10.1016/J.JMVA.2023.105186

access: closed

type: Journal Article

metadata version: 2024-03-22

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Rakheon Kim, Mohsen Pourahmadi, Tanya P. Garcia:
Positive-definite thresholding estimators of covariance matrices with zeros. J. Multivar. Anal. 197: 105186 (2023)

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