Graph-Guided Banding of the Covariance Matrix
From MaRDI portal
Publication:5231506
DOI10.1080/01621459.2018.1442720zbMath1420.62239arXiv1606.00451OpenAlexW2964333135MaRDI QIDQ5231506
Publication date: 27 August 2019
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.00451
Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05)
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Cites Work
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