On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator (Q485922)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator |
scientific article; zbMATH DE number 6386283
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator |
scientific article; zbMATH DE number 6386283 |
Statements
On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator (English)
0 references
14 January 2015
0 references
high-dimensional data
0 references
precision matrix
0 references
ridge penalty
0 references
sparsity
0 references
0 references
