NDLI: A large covariance matrix estimator under intermediate spikiness regimes

Content Provider	Scilit
Author	Farnè, Matteo Montanari, Angela
Copyright Year	2019
Description	Journal: Journal of Multivariate Analysis
Related Links	http://arxiv.org/pdf/1711.08950
ISSN	0047259X
DOI	10.1016/j.jmva.2019.104577
Journal	Journal of Multivariate Analysis
Volume Number	176
Language	English
Publisher	Elsevier BV
Publisher Date	2020-03-01
Access Restriction	Open
Subject Keyword	Journal: Journal of Multivariate Analysis Statistics and Probability Covariance Matrix Penalized Least Squares Spiked Eigenvalues
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Statistics, Probability and Uncertainty Numerical Analysis

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