Robust methods for inferring sparse network structures
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- repec:eee:jmvana:v:161:y:2017:i:c:p:172-190 is not listed on IDEAS
- Yen, Yu-Min & Yen, Tso-Jung, 2014. "Solving norm constrained portfolio optimization via coordinate-wise descent algorithms," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 737-759.
- Lin, Lijing & Higham, Nicholas J. & Pan, Jianxin, 2014. "Covariance structure regularization via entropy loss function," Computational Statistics & Data Analysis, Elsevier, vol. 72(C), pages 315-327.
More about this item
KeywordsPenalized inference; Covariance graphical models; Robust regression; Regularized regression; Copula;
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