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

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+Sparse inverse covariance estimation with the graphical lasso
+Normal rank
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+The Risk of James–Stein and Lasso Shrinkage
@@ Property / cites work: The Risk of James–Stein and Lasso Shrinkage / rank @@
+Normal rank
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+Functions of Matrices
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+Normal rank
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+All Invariant Moments of the Wishart Distribution
@@ Property / cites work: All Invariant Moments of the Wishart Distribution / rank @@
+Normal rank
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+Q4768493
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+Normal rank
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+Ridge estimation of inverse covariance matrices from high-dimensional data
+Normal rank