Skip to main navigation
Skip to search
Skip to main content
Experts@Minnesota Home
Home
Profiles
Research units
University Assets
Projects and Grants
Research output
Press/Media
Datasets
Activities
Fellowships, Honors, and Prizes
Search by expertise, name or affiliation
Positive-definite l
1
-penalized estimation of large covariance matrices
Lingzhou Xue, Shiqian Ma,
Hui Zou
Statistics (Twin Cities)
Research output
:
Contribution to journal
›
Article
›
peer-review
113
Scopus citations
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Positive-definite l
1
-penalized estimation of large covariance matrices'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Mathematics
Positive definite
82%
Covariance matrix
81%
Thresholding
72%
Estimator
53%
Alternating Direction Method
38%
Regularity Conditions
29%
Convergence Properties
27%
Data analysis
27%
Asymptotic Properties
25%
Optimization Problem
21%
Simulation
18%
Eigenvalue
18%
Performance
17%
Business & Economics
Estimator
71%
Simulation: Applications
47%
Eigenvalues
37%
Asymptotic Properties
37%
Finite Sample
32%
Regularity
30%
Performance
11%