On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator (Q485922): Difference between revisions

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On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator
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    On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator (English)
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    14 January 2015
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    high-dimensional data
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    precision matrix
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    ridge penalty
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    sparsity
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