Efficient Estimation of Regularized Tyler's M-Estimator Using Approximate LOOCV

30 May 2025

Papers citing "Efficient Estimation of Regularized Tyler's M-Estimator Using Approximate LOOCV"

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Title
$High-dimensional covariance estimation by minimizing $\ell_1$-penalized log-determinant divergence$ High-dimensional covariance estimation by minimizing $\ell_1$ -penalized log-determinant divergence Pradeep Ravikumar Martin J. Wainwright Garvesh Raskutti Bin Yu 193 874 0 21 Nov 2008