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Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate.
Lu Niu
Xiumin Liu
Junlong Zhao
Published in:
J. Multivar. Anal. (2020)
Keyphrases
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correlation matrix
high dimensional
robust estimator
covariance matrix
singular value decomposition
robust estimation
dimensionality reduction
high dimensional data
model fitting
face recognition
lower bound
least squares
sparse representation
matrix inversion