Shrinkage tuning parameter selection in precision matrices estimation (Q538141)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage tuning parameter selection in precision matrices estimation |
scientific article |
Statements
Shrinkage tuning parameter selection in precision matrices estimation (English)
0 references
23 May 2011
0 references
adaptive lasso
0 references
BIC
0 references
generalized approximate cross-validation
0 references
precision matrix
0 references
SCAD penalty
0 references
0 references
