On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator (Q485922): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 00:25, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator |
scientific article |
Statements
On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator (English)
0 references
14 January 2015
0 references
high-dimensional data
0 references
precision matrix
0 references
ridge penalty
0 references
sparsity
0 references