Replication Data for: Simultaneous Mean and Sparse Covariance Monitoring via Maximum Likelihood Estimation with Positive-Definite Thresholding
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资源简介:
Data and code to reproduce the results in Weix, D., Kim, R., Cath, T. Y., and Hering, A. S. “Simultaneous Mean and Sparse Covariance Monitoring via Maximum Likelihood Estimation with Positive-Definite Thresholding”. Submitted to a peer-reviewed journal for publication.
创建时间:
2024-01-01



