Fast and Positive Definite Estimation of Large Covariance Matrix for High-Dimensional Data Analysis

Fei Wen, Lei Chu, Rendong Ying, Peilin Liu. Fast and Positive Definite Estimation of Large Covariance Matrix for High-Dimensional Data Analysis. T. Big Data, 7(3):603-609, 2021. [doi]

Abstract

Abstract is missing.