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

@@ Property / DOI @@
-.1016/j.spl.2016.12.002
@@ Property / DOI: 10.1016/j.spl.2016.12.002 / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J07
@@ Property / Mathematics Subject Classification ID: 62J07 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H12
@@ Property / Mathematics Subject Classification ID: 62H12 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6687630
@@ Property / zbMATH DE Number: 6687630 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+inverse covariance matrix
@@ Property / zbMATH Keywords: inverse covariance matrix / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multivariate normal
@@ Property / zbMATH Keywords: multivariate normal / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+\(\ell_2\)-penalization
@@ Property / zbMATH Keywords: \(\ell_2\)-penalization / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+mftoolbox
@@ Property / describes a project that uses: mftoolbox / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+glasso
@@ Property / describes a project that uses: glasso / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2016.12.002
+Normal rank
@@ Property / OpenAlex ID @@
+W2559985623
@@ Property / OpenAlex ID: W2559985623 / rank @@
+Normal rank
@@ Property / cites work @@
+Sparse inverse covariance estimation with the graphical lasso
+Normal rank
@@ Property / cites work @@
+The Risk of James–Stein and Lasso Shrinkage
@@ Property / cites work: The Risk of James–Stein and Lasso Shrinkage / rank @@
+Normal rank
@@ Property / cites work @@
+Functions of Matrices
@@ Property / cites work: Functions of Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+All Invariant Moments of the Wishart Distribution
@@ Property / cites work: All Invariant Moments of the Wishart Distribution / rank @@
+Normal rank
@@ Property / cites work @@
+Q4768493
@@ Property / cites work: Q4768493 / rank @@
+Normal rank
@@ Property / cites work @@
+Ridge estimation of inverse covariance matrices from high-dimensional data
+Normal rank
@@ Property / DOI @@
+.1016/J.SPL.2016.12.002
@@ Property / DOI: 10.1016/J.SPL.2016.12.002 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:511555