基于Lasso惩罚的迹差损失方法高维协变量调整的稀疏精度矩阵估计
黄旭东;王冠鹏;李萌萌
Adjusting for High-Dimensional Covariates in Sparse Precision Matrix Estimation by Lasso Penalized D-Trace Loss
HUANG Xudong; WANG Guanpeng; LI Mengmeng
应用概率统计
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2019, (5): 441
-452
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DOI: 10.3969/j.issn.1001-4268.2019.05.001
