On the mean squared error of the ridge estimator of the covariance and precision matrix (Q511555): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
(One intermediate revision by one other user not shown) | |||
Property / DOI | |||
Property / DOI: 10.1016/j.spl.2016.12.002 / rank | |||
Property / DOI | |||
Property / DOI: 10.1016/J.SPL.2016.12.002 / rank | |||
Normal rank |
Latest revision as of 20:00, 9 December 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)
0 references
21 February 2017
0 references
inverse covariance matrix
0 references
multivariate normal
0 references
\(\ell_2\)-penalization
0 references