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机译:通过惩罚似然估计监视协方差矩阵
Research Center for Contemporary Management, Key Research Institute of Humanities and Social Sciences at Universities, School of Economics and Management, Beijing, People's Republic of China;
Department of Industrial Engineering, Tsinghua University, Beijing 100084, People's Republic of China;
Department of Applied Statistics and Operations Research, Bowling Green State University, Bowling Green, OH 43403, USA;
covariance matrix; L_1 penalty function; likelihood ratio test; penalized likelihood function; phase ⅱ monitoring; sparsity;
机译:通过惩罚似然估计同时监视过程平均向量和协方差矩阵
机译:通过惩罚变换似然性的矩阵对数的高维协方差矩阵估计
机译:惩罚高斯最大似然法同时进行多重响应回归和协方差逆矩阵估计
机译:用于协方差矩阵测试和监视的修正似然比标准的分布的近似值和分位数
机译:惩罚联合最大似然估计应用于两个参数逻辑项目响应模型。
机译:通过惩罚高斯最大可能性同时多重响应回归和逆协方差矩阵估计
机译:惩罚高斯最大似然法同时进行多重响应回归和协方差逆矩阵估计
机译:截尾生存率的惩罚似然估计