Lijing Lin, Nicholas J. Higham, Jianxin Pan. Covariance structure regularization via entropy loss function. Computational Statistics & Data Analysis, 72:315-327, 2014. [doi]
@article{LinHP14,
title = {Covariance structure regularization via entropy loss function},
author = {Lijing Lin and Nicholas J. Higham and Jianxin Pan},
year = {2014},
doi = {10.1016/j.csda.2013.10.004},
url = {http://dx.doi.org/10.1016/j.csda.2013.10.004},
researchr = {https://researchr.org/publication/LinHP14},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {72},
pages = {315-327},
}