Precision Matrix Estimation With ROPE

Journal of Computational and Graphical Statistics

Volumn 26, Issue 3, 2017, Pages 682-694

  Kuismin, M O ^a   Kemppainen, J T ^a   Sillanpaa M J ^a  

^a UNIVERSITY OF OULU   (Finland)

Author keywords

Frobenius norm; Penalized likelihood; Riccati equation; Ridge estimate; Shrinkage

Indexed keywords

EID: 85019698520     PISSN: 10618600     EISSN: 15372715     Source Type: Journal    
DOI: 10.1080/10618600.2016.1278002     Document Type: Article

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