Shrinkage tuning parameter selection in precision matrices estimation (Q538141)
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scientific article; zbMATH DE number 5899167
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| English | Shrinkage tuning parameter selection in precision matrices estimation |
scientific article; zbMATH DE number 5899167 |
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Shrinkage tuning parameter selection in precision matrices estimation (English)
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23 May 2011
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adaptive lasso
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BIC
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generalized approximate cross-validation
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precision matrix
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SCAD penalty
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0.8232632279396057
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0.8105434775352478
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0.799521267414093
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0.7842411398887634
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