Zoom-in/out joint graphical lasso for different coarseness scales

Eugen Pircalabelu, Gerda Claeskens and Lourens J Waldorp

No 640401, Working Papers of Department of Decision Sciences and Information Management, Leuven from KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven

Pages: 33
Date: 2019-08
Note: paper number KBI_1912
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Published in FEB Research Report KBI_1912, pages 47-67

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