AuthorsZ. Kereta and T. Klock
TitleEstimating covariance and precision matrices along subspaces
AfilliationScientific Computing, Machine Learning
Project(s)FunDaHD: Function-driven Data Learning in High Dimension
StatusPublished
Publication TypeJournal Article
Year of Publication2021
JournalElectronic Journal of Statistics
PublisherThe Institute of Mathematical Statistics and the Bernoulli Society
URLhttps://projecteuclid.org/euclid.ejs/1610420752#info
DOI10.1214/20-EJS1782
Citation Key26831