Tuo Zhao, Han Liu. Calibrated Precision Matrix Estimation for High-Dimensional Elliptical Distributions. IEEE Transactions on Information Theory, 60(12):7874-7887, 2014. [doi]
@article{ZhaoL14-17,
title = {Calibrated Precision Matrix Estimation for High-Dimensional Elliptical Distributions},
author = {Tuo Zhao and Han Liu},
year = {2014},
doi = {10.1109/TIT.2014.2360980},
url = {http://dx.doi.org/10.1109/TIT.2014.2360980},
researchr = {https://researchr.org/publication/ZhaoL14-17},
cites = {0},
citedby = {0},
journal = {IEEE Transactions on Information Theory},
volume = {60},
number = {12},
pages = {7874-7887},
}