On the mean squared error of the ridge estimator of the covariance and precision matrix (Q511555)
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 mean squared error of the ridge estimator of the covariance and precision matrix |
scientific article; zbMATH DE number 6687630
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the mean squared error of the ridge estimator of the covariance and precision matrix |
scientific article; zbMATH DE number 6687630 |
Statements
On the mean squared error of the ridge estimator of the covariance and precision matrix (English)
0 references
21 February 2017
0 references
inverse covariance matrix
0 references
multivariate normal
0 references
\(\ell_2\)-penalization
0 references
0.9421345
0 references
0.90655017
0 references
0.9035262
0 references
0 references
0.8952831
0 references
