D-trace estimation of a precision matrix using adaptive Lasso penalties
Crossref DOI link: https://doi.org/10.1007/s11634-016-0272-8
Published Online: 2016-09-01
Published Print: 2018-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Avagyan, Vahe
Alonso, Andrés M.
Nogales, Francisco J.
Funding for this research was provided by:
CICYT (ECO2012-38442, ECO2015-66593)
Gobierno de España (MTM2013-44902-P, MTM2013-44902-P)
License valid from 2016-09-01