A Well-Conditioned and Sparse Estimation of Covariance and Inverse Covariance Matrices Using a Joint Penalty (Q2834445)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Well-Conditioned and Sparse Estimation of Covariance and Inverse Covariance Matrices Using a Joint Penalty |
scientific article |
Statements
22 November 2016
0 references
sparsity
0 references
eigenvalue penalty
0 references
penalized estimation
0 references
math.ST
0 references
stat.TH
0 references
