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]

Authors

Fei Wen

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Lei Chu

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Rendong Ying

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Peilin Liu

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