On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator (Q485922): Difference between revisions
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| Property / author: Adam Joseph Rothman / rank | |||
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| Property / author: Liliana Forzani / rank | |||
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| Property / Mathematics Subject Classification ID: 62H12 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H20 / rank | |||
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| Property / zbMATH DE Number: 6386283 / rank | |||
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high-dimensional data | |||
| Property / zbMATH Keywords: high-dimensional data / rank | |||
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precision matrix | |||
| Property / zbMATH Keywords: precision matrix / rank | |||
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ridge penalty | |||
| Property / zbMATH Keywords: ridge penalty / rank | |||
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sparsity | |||
| Property / zbMATH Keywords: sparsity / rank | |||
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Revision as of 20:30, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator |
scientific article |
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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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