Regularized estimation of large covariance matrices
- Authors
- Peter J. BickelElizaveta Levina
In The Last Decade
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About Regularized estimation of large covariance matrices
This paper, published in 2008, received 730 indexed citations . Written by Peter J. Bickel and Elizaveta Levina covering the research area of Statistics and Probability. It is primarily cited by scholars working on Statistics and Probability (461 citations), Artificial Intelligence (213 citations) and Computational Mechanics (122 citations).
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This paper is also available at doi.org/w19460132.