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"High-dimensional mean estimation via l1 penalized normal ..."

Shota Katayama (2014)

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DOI: 10.1016/J.JMVA.2014.05.005

access: open

type: Journal Article

metadata version: 2021-02-17

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Shota Katayama:
High-dimensional mean estimation via l₁ penalized normal likelihood. J. Multivar. Anal. 130: 90-106 (2014)

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