Open AccessJoint Modeling for Mean Vector and Covariance Estimation with l1-Penalty
Author(s) -
Jae-Hwan Jhong,
Sunghwan Kim,
JaYong Koo,
Jung Jun Lee
Publication year - 2017
Publication title -
quantitative bio-science
Language(s) - English
Resource type - Journals
eISSN - 2508-7185
pISSN - 2288-1344
DOI - 10.22283/qbs.2017.36.1.33
Subject(s) - covariance , joint (building) , estimation , estimation of covariance matrices , mathematics , computer science , statistics , engineering , structural engineering , systems engineering