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]
@article{NiuLZ20,
title = {Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate},
author = {Lu Niu and Xiumin Liu and Junlong Zhao},
year = {2020},
doi = {10.1016/j.jmva.2020.104598},
url = {https://doi.org/10.1016/j.jmva.2020.104598},
researchr = {https://researchr.org/publication/NiuLZ20},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {177},
pages = {104598},
}