An overview of large-dimensional covariance and precision matrix estimators with applications in chemometrics

Author:

Engel Jasper1ORCID,Buydens Lutgarde2,Blanchet Lionel3

Affiliation:

1. NERC Biomolecular Analysis Facility - Metabolomics Node (NBAF-B), School of Biosciences; University of Birmingham; Birmingham West Midlands UK

2. Radboud University Nijmegen, Institute for Molecules and Materials; Nijmegen Gelderland the Netherlands

3. Department of Pharmacology and Toxicology, School of Nutrition, Toxicology and Translational Research in Metabolism (NUTRIM); Maastricht University Medical Centre; Maastricht Limburg the Netherlands

Publisher

Wiley

Subject

Applied Mathematics,Analytical Chemistry

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