On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator
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Publication:485922
DOI10.1214/14-EJS973zbMath1309.62099MaRDI QIDQ485922
Liliana Forzani, Adam J. Rothman
Publication date: 14 January 2015
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1419258191
Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)
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Ridge estimation of inverse covariance matrices from high-dimensional data, Simultaneous Clustering and Estimation of Heterogeneous Graphical Models
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Cites Work
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