Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices

No abstract is available for this paper.

• Publication year

  2008

• Venue

  Journal of the American Statistical Association

• Publication date

  2008-03-01

• Fields of study

  Mathematics

• Identifiers
  DOI 10.1198/016214508000000021
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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