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Regularized Regression: Implementation and Interpetation
The Generalized Ridge Estimator of the Inverse Covariance Matrix
Wessel N. van WieringenDepartment of Epidemiology and Biostatistics, Amsterdam School of Public Health, Amsterdam UMC, location VUmc, Amsterdam, The Netherlands; ;Department of Mathematics, VU University Amsterdam, Amsterdam, The NetherlandsCorrespondence[email protected]
Pages 932-942
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Received 30 Sep 2017, Accepted 02 Apr 2019, Published online: 06 Jun 2019
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