Shrinking the Covariance Matrix Using Convex Penalties on the Matrix-Log Transformation (Q5066396): Difference between revisions

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Latest revision as of 11:38, 28 July 2024

scientific article; zbMATH DE number 7499868
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Shrinking the Covariance Matrix Using Convex Penalties on the Matrix-Log Transformation
scientific article; zbMATH DE number 7499868

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    Shrinking the Covariance Matrix Using Convex Penalties on the Matrix-Log Transformation (English)
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    29 March 2022
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    geodesic convexity
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    Newton-Raphson algorithm
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    penalized likelihood
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