Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices

标题
Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
作者
关键词
-
出版物
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
Volume 103, Issue 481, Pages 340-349
出版商
Informa UK Limited
发表日期
2008-03-20
DOI
10.1198/016214508000000021

向作者/读者发起求助以获取更多资源

Find Funding. Review Successful Grants.

Explore over 25,000 new funding opportunities and over 6,000,000 successful grants.

Explore

Publish scientific posters with Peeref

Peeref publishes scientific posters from all research disciplines. Our Diamond Open Access policy means free access to content and no publication fees for authors.

Learn More