On the mean squared error of the ridge estimator of the covariance and precision matrix (Q511555): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.spl.2016.12.002 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2559985623 / rank | |||
Normal rank | |||
Revision as of 19:45, 19 March 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
