Shrinking the Covariance Matrix Using Convex Penalties on the Matrix-Log Transformation (Q5066396): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: glasso / rank | |||
Normal rank | |||
Revision as of 17:38, 29 February 2024
scientific article; zbMATH DE number 7499868
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinking the Covariance Matrix Using Convex Penalties on the Matrix-Log Transformation |
scientific article; zbMATH DE number 7499868 |
Statements
Shrinking the Covariance Matrix Using Convex Penalties on the Matrix-Log Transformation (English)
0 references
29 March 2022
0 references
geodesic convexity
0 references
Newton-Raphson algorithm
0 references
penalized likelihood
0 references
