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"Precision matrix estimation under data contamination with an application ..."

Vahe Avagyan, Xiaoling Mei (2022)

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DOI: 10.1080/03610918.2019.1668012

access: closed

type: Journal Article

metadata version: 2023-09-30

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Vahe Avagyan, Xiaoling Mei:
Precision matrix estimation under data contamination with an application to minimum variance portfolio selection. Commun. Stat. Simul. Comput. 51(4): 1381-1400 (2022)

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