Authors | Z. Kereta and T. Klock |
Title | Estimating covariance and precision matrices along subspaces |
Afilliation | Scientific Computing, Machine Learning |
Project(s) | FunDaHD: Function-driven Data Learning in High Dimension |
Status | Published |
Publication Type | Journal Article |
Year of Publication | 2021 |
Journal | Electronic Journal of Statistics |
Volume | 15 |
Issue | 1 |
Pagination | 554-588 |
Publisher | The Institute of Mathematical Statistics and the Bernoulli Society |
URL | https://projecteuclid.org/euclid.ejs/1610420752#info |
DOI | 10.1214/20-EJS1782 |
Citation Key | 26831 |