Result: Sparse Non Gaussian Component Analysis by Semidefinite Programming

*Title*:

Sparse Non Gaussian Component Analysis by Semidefinite Programming / Elmar Diederichs, Anatoli Juditsky, Arkadi Nemirovski, Vladimir Spokoiny

*Author/editor-in-chief*:

*Publication*:

Berlin : Humboldt-Universität zu Berlin, 2011

*Physical description scale*:

Online-Ressource

*Format*:

*eBook*

*Language*:

*eng*

*Notes*:

In: Sonderforschungsbereich 649: Ökonomisches Risiko, Band 2011, Ausgabe 80, 2011

*DOI*:

10.18452/4368

*Result*: Sparse Non Gaussian Component Analysis by Semidefinite Programming