On the mean squared error of the ridge estimator of the covariance and precision matrix (Q511555): Difference between revisions

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-.1016/j.spl.2016.12.002
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+Sparse inverse covariance estimation with the graphical lasso
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+The Risk of James–Stein and Lasso Shrinkage
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+Functions of Matrices
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+All Invariant Moments of the Wishart Distribution
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+Ridge estimation of inverse covariance matrices from high-dimensional data
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+.1016/J.SPL.2016.12.002
@@ Property / DOI: 10.1016/J.SPL.2016.12.002 / rank @@
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