Stable estimators of inverse covariance matrices

DOI10.1007/s10958-013-1241-9zbMath1267.62071OpenAlexW1982914560MaRDI QIDQ354872

V. I. Serdobol'skij

Publication date: 22 July 2013

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-013-1241-9

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

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