On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator

Electronic Journal of Statistics

Volumn 8, Issue , 2015, Pages 2693-2700

  Rothman, Adam J ^a   Forzani, Liliana ^b  

^a UNIVERSITY OF MINNESOTA   (United States)

^b Instituto de Matemática Aplicada del Litoral CONICET UNL   (Mexico)

Author keywords

High dimensional data; Precision matrix; Ridge penalty; Sparsity

Indexed keywords

EID: 84939512010     PISSN: 19357524     EISSN: None     Source Type: Journal    
DOI: 10.1214/14-EJS973     Document Type: Article

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