Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate

Lu Niu, Xiumin Liu, Junlong Zhao. Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate. J. Multivariate Analysis, 177:104598, 2020. [doi]

Authors

Lu Niu

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Xiumin Liu

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Junlong Zhao

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