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]
@article{WenCYL21,
title = {Fast and Positive Definite Estimation of Large Covariance Matrix for High-Dimensional Data Analysis},
author = {Fei Wen and Lei Chu and Rendong Ying and Peilin Liu},
year = {2021},
doi = {10.1109/TBDATA.2019.2937785},
url = {https://doi.org/10.1109/TBDATA.2019.2937785},
researchr = {https://researchr.org/publication/WenCYL21},
cites = {0},
citedby = {0},
journal = {T. Big Data},
volume = {7},
number = {3},
pages = {603-609},
}