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Block-diagonal precision matrix regularization for ultrahigh dimensional data

Yang, Yihe and Dai, Hongsheng and Pan, Jianxin (2023) Block-diagonal precision matrix regularization for ultrahigh dimensional data. Computational Statistics and Data Analysis, 179. p. 107630. DOI https://doi.org/10.1016/j.csda.2022.107630



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Filename: CSDA-D-20-01488_R2.pdf

Licence: Creative Commons: Attribution-Noncommercial-No Derivative Works 3.0

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