On the mean squared error of the ridge estimator of the covariance and precision matrix (Q511555): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62J07 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62H12 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6687630 / rank | |||
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| Property / zbMATH Keywords | |||
inverse covariance matrix | |||
| Property / zbMATH Keywords: inverse covariance matrix / rank | |||
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| Property / zbMATH Keywords | |||
multivariate normal | |||
| Property / zbMATH Keywords: multivariate normal / rank | |||
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| Property / zbMATH Keywords | |||
\(\ell_2\)-penalization | |||
| Property / zbMATH Keywords: \(\ell_2\)-penalization / rank | |||
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| Property / describes a project that uses | |||
| Property / describes a project that uses: mftoolbox / rank | |||
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| Property / describes a project that uses | |||
| Property / describes a project that uses: glasso / rank | |||
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| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.spl.2016.12.002 / rank | |||
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| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2559985623 / rank | |||
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| Property / cites work | |||
| Property / cites work: Sparse inverse covariance estimation with the graphical lasso / rank | |||
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| Property / cites work | |||
| Property / cites work: The Risk of James–Stein and Lasso Shrinkage / rank | |||
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| Property / cites work | |||
| Property / cites work: Functions of Matrices / rank | |||
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| Property / cites work | |||
| Property / cites work: All Invariant Moments of the Wishart Distribution / rank | |||
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| Property / cites work | |||
| Property / cites work: Q4768493 / rank | |||
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| Property / cites work | |||
| Property / cites work: Ridge estimation of inverse covariance matrices from high-dimensional data / rank | |||
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| links / mardi / name | links / mardi / name | ||
Latest revision as of 11:45, 13 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the mean squared error of the ridge estimator of the covariance and precision matrix |
scientific article |
Statements
On the mean squared error of the ridge estimator of the covariance and precision matrix (English)
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21 February 2017
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inverse covariance matrix
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multivariate normal
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\(\ell_2\)-penalization
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