scholarly journals Calibrated Precision Matrix Estimation for High-Dimensional Elliptical Distributions

2014 ◽  
Vol 60 (12) ◽  
pp. 7874-7887 ◽  
Author(s):  
Tuo Zhao ◽  
Han Liu
Keyword(s):  
High Dimensional ◽  
Elliptical Distributions ◽  
Precision Matrix ◽  
Matrix Estimation

scholarly journals Covariance and precision matrix estimation for high-dimensional time series

2013 ◽  
Vol 41 (6) ◽  
pp. 2994-3021 ◽  
Author(s):  
Xiaohui Chen ◽  
Mengyu Xu ◽  
Wei Biao Wu
Keyword(s):  
Time Series ◽  
High Dimensional ◽  
Precision Matrix ◽  
Matrix Estimation
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