Eric C. Chi, Kenneth Lange. Stable estimation of a covariance matrix guided by nuclear norm penalties. Computational Statistics & Data Analysis, 80:117-128, 2014. [doi]
@article{ChiL14-0,
title = {Stable estimation of a covariance matrix guided by nuclear norm penalties},
author = {Eric C. Chi and Kenneth Lange},
year = {2014},
doi = {10.1016/j.csda.2014.06.018},
url = {http://dx.doi.org/10.1016/j.csda.2014.06.018},
researchr = {https://researchr.org/publication/ChiL14-0},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {80},
pages = {117-128},
}