Ridge estimation of inverse covariance matrices from high-dimensional data-Reference-Cited by-同舟云学术

Ridge estimation of inverse covariance matrices from high-dimensional data

Published:2016-11 Issue: Volume:103 Page:284-303
ISSN:0167-9473
Container-title:Computational Statistics & Data Analysis
language:en
Short-container-title:Computational Statistics & Data Analysis

Author:

van Wieringen Wessel N.,Peeters Carel F.W.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference45 articles.

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