Work

D-trace estimation of a precision matrix using adaptive Lasso penalties

Year: 2016

Type: article

Source: Advances in Data Analysis and Classification

DOI: 10.1007/s11634-016-0272-8

Authors: Vahe Avagyan, Andrés M. Alonso, Francisco J. Nogales

Institutions: Ghent University, Universidad Carlos III de Madrid

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

Funder: Comisión Interministerial de Ciencia y Tecnología

OpenAlex ID: W2516747027

FWCI: 0.834

Cites: 61

Cited by: 6

Related to: 10