Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices (Q3632643)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices |
scientific article |
Statements
Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices (English)
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12 June 2009
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cross-validation
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generalized inverse
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high-dimensional data
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multivariate analysis
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multivariate regression
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