Shrinking the Covariance Matrix Using Convex Penalties on the Matrix-Log Transformation (Q5066396)
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scientific article; zbMATH DE number 7499868
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinking the Covariance Matrix Using Convex Penalties on the Matrix-Log Transformation |
scientific article; zbMATH DE number 7499868 |
Statements
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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