On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator (Q485922)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator |
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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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