Recovering model structures from large low rank and sparse covariance matrix estimation

X Luo - arXiv preprint arXiv:1111.1133, 2011 - arxiv.org
Many popular statistical models, such as factor and random effects models, give arise a
certain type of covariance structures that is a summation of low rank and sparse matrices …
被引用次数：17 相关文章

Recovering Model Structures from Large Low Rank and Sparse Covariance Matrix Estimation

X Luo - 2013 - econpapers.repec.org
Many popular statistical models, such as factor and random effects models, give arise a
certain type of covariance structures that is a summation of low rank and sparse matrices …

Recovering Model Structures from Large Low Rank and Sparse Covariance Matrix Estimation

X Luo - 2013 - ideas.repec.org
Many popular statistical models, such as factor and random effects models, give arise a
certain type of covariance structures that is a summation of low rank and sparse matrices …

Recovering Model Structures from Large Low Rank and Sparse Covariance Matrix Estimation

X Luo - arXiv e-prints, 2011 - ui.adsabs.harvard.edu
Many popular statistical models, such as factor and random effects models, give arise a
certain type of covariance structures that is a summation of low rank and sparse matrices …