Shrinking characteristics of precision matrix estimators (Q4561011)
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scientific article; zbMATH DE number 6991019
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinking characteristics of precision matrix estimators |
scientific article; zbMATH DE number 6991019 |
Statements
Shrinking characteristics of precision matrix estimators (English)
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10 December 2018
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alternating direction method of multipliers
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linear discriminant analysis
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majorize-minimize
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precision matrix estimation
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prediction
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