Fitting Penalized Estimator for Sparse Covariance Matrix with Left-Censored Data by the EM Algorithm - Lin, Shanyi; Zheng, Qian-Zhen; Shang, Laixu; Xu, Ping-Feng; Tang, Man-Lai (Mathematics (Basel), 2025)
Keywords: Algorithms; Approximation; Censorship; Covariance matrix; Estimation; Estimators; Expectation Maximization algorithm; Fines & penalties; Hypothesis testing; left-censored data; Measurement techniques; Methods; Multivariate analysis; Normal distribution; penalized estimator; sparse covariance matrix; Sparsity; Variables