The Generalized Ridge Estimator of the Inverse Covariance Matrix (Q108070)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Generalized Ridge Estimator of the Inverse Covariance Matrix |
scientific article |
Statements
28
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4
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932-942
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6 June 2019
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28 March 2022
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The Generalized Ridge Estimator of the Inverse Covariance Matrix (English)
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graphical Lasso
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multivariate normality
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nonzero centered penalty
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penalized estimation
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precision matrix
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