On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator (Q485922)
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scientific article; zbMATH DE number 6386283
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| English | On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator |
scientific article; zbMATH DE number 6386283 |
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On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator (English)
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14 January 2015
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high-dimensional data
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precision matrix
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ridge penalty
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sparsity
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0.7432520985603333
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0.7244390845298767
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0.7239155769348145
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0.7186456918716431
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