Ridge estimation of inverse covariance matrices from high-dimensional data

标题
Ridge estimation of inverse covariance matrices from high-dimensional data
作者
关键词
Graphical modeling, High-dimensional precision matrix estimation, Multivariate normal, -penalization, Precision matrix
出版物
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 103, Issue -, Pages 284-303
出版商
Elsevier BV
发表日期
2016-06-01
DOI
10.1016/j.csda.2016.05.012

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