The Generalized Ridge Estimator of the Inverse Covariance Matrix-Reference-Cited by-同舟云学术

The Generalized Ridge Estimator of the Inverse Covariance Matrix

Published:2019-06-06 Issue:4 Volume:28 Page:932-942
ISSN:1061-8600
Container-title:Journal of Computational and Graphical Statistics
language:en
Short-container-title:Journal of Computational and Graphical Statistics

Author:

van Wieringen Wessel N.¹²

Affiliation:

1. Department of Epidemiology and Biostatistics, Amsterdam School of Public Health, Amsterdam UMC, location VUmc, Amsterdam, The Netherlands;

2. Department of Mathematics, VU University Amsterdam, Amsterdam, The Netherlands

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Discrete Mathematics and Combinatorics,Statistics and Probability

Link

https://tandfonline.com/doi/pdf/10.1080/10618600.2019.1604374

Reference36 articles.

1. Reconstruction of molecular network evolution from cross-sectional omics data

2. Bates, D., and Maechler, M. (2018), Matrix: Sparse and Dense Matrix Classes and Methods, R Package Version 1.2-14, available at https://CRAN.R-project.org/package=Matrix.

3. Comprehensive genomic characterization of squamous cell lung cancers

4. Carlson, M. (2016), KEGG.db: A Set of Annotation Maps for KEGG, R Package Version 3.2.3, available at https://www.bioconductor.org/packages/release/data/annotation/html/KEGG.db.html.

Cited by 12 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Regularized Linear Discriminant Analysis Using a Nonlinear Covariance Matrix Estimator;IEEE Transactions on Signal Processing;2024

2. Identifying oscillatory brain networks with hidden Gaussian graphical spectral models of MEEG;Scientific Reports;2023-07-15

3. High-Dimensional Precision Matrix Estimation through GSOS with Application in the Foreign Exchange Market;Mathematics;2022-11-12

4. Ridge regression with adaptive additive rectangles and other piecewise functional templates;Neurocomputing;2022-06

5. New estimation approaches for graphical models with elastic net penalty;Econometrics and Statistics;2022-06