Group Lasso Estimation of High-dimensional Covariance Matrices. - Jérémie Bigot; Rolando J. Biscay; Jean-Michel Loubes; Lilian Muñiz-Alvarez (J. Mach. Learn. Res., 2011)

Estimation of covariance functions by a fully data-driven model selection procedure and its application to Kriging spatial interpolation of real rainfall data. - Rolando Biscay Lirio; Dunia Giniebra Camejo; Jean-Michel Loubes; Lilian Muñiz-Alvarez (Stat. Methods Appl., 2014)