On the mean squared error of the ridge estimator of the covariance and precision matrix (Q511555)

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On the mean squared error of the ridge estimator of the covariance and precision matrix
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    On the mean squared error of the ridge estimator of the covariance and precision matrix (English)
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    21 February 2017
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    inverse covariance matrix
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    multivariate normal
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    \(\ell_2\)-penalization
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