Sparse Estimation of High-Dimensional Inverse Covariance Matrices with Explicit Eigenvalue Constraints
Crossref DOI link: https://doi.org/10.1007/s40305-021-00351-y
Published Online: 2021-07-11
Published Print: 2021-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Xiao, Yun-Hai
Li, Pei-Li
Lu, Sha
Funding for this research was provided by:
National Natural Science Foundation of China (11971149)
Text and Data Mining valid from 2021-07-11
Version of Record valid from 2021-07-11
Article History
Received: 18 February 2020
Revised: 27 October 2020
Accepted: 10 May 2021
First Online: 11 July 2021