Positive Definite Estimation of Large Covariance Matrix Using Generalized Nonconvex Penalties.

Fei Wen Yuan Yang Peilin Liu Robert C. Qiu

Published in: IEEE Access (2016)

Keyphrases

covariance matrix
positive definite
estimation error
objective function
covariance matrices
semi parametric
principal component analysis
sample size
fisher information
symmetric matrix
image processing
lower bound
parameter estimation
missing data
human brain