Comment: Ridge Regression and Regularization of Large Matrices

DOI10.1080/00401706.2020.1796815MaRDI QIDQ6636563zbMATH OpenFDO

Authors Can M. Le, Keith Levin, P. J. Bickel, Elizaveta Levina

Publication date 12 November 2024

Published in Technometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00401706.2020.1796815

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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Cited in

(2)

• Ridge estimation of covariance matrix from data in two classes.
• High-dimensional regression coefficient estimation by nuclear norm plus l₁ norm penalization

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