The effect of L1 penalization on condition number constrained estimation of precision matrix (Q5278107)
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: The effect of L1 penalization on condition number constrained estimation of precision matrix |
scientific article; zbMATH DE number 6744416
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effect of L1 penalization on condition number constrained estimation of precision matrix |
scientific article; zbMATH DE number 6744416 |
Statements
The effect of L1 penalization on condition number constrained estimation of precision matrix (English)
0 references
13 July 2017
0 references
condition number
0 references
covariance matrix
0 references
penalization
0 references
precision matrix
0 references
sparsity
0 references
estimation
0 references
call center data
0 references
