Supplemental material
Open access
3,024
Views
10
CrossRef citations to date
0
Altmetric
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
|
Received 30 Sep 2017, Accepted 02 Apr 2019, Published online: 06 Jun 2019
Related Research Data
Hadamard square roots
Source:
Society for Industrial & Applied Mathematics (SIAM)
Sparse estimation of large covariance matrices via a nested Lasso penalty
Source:
The Institute of Mathematical Statistics
Matrix Algebra From a Statistician’s Perspective
Source:
Springer New York
The generalized ridge estimator of the inverse covariance matrix
Source:
Taylor & Francis
New Insights and Faster Computations for the Graphical Lasso
Source:
Informa UK Limited
Sparse inverse covariance estimation with the graphical lasso
Source:
Oxford University Press (OUP)
Theory and Computation
Source:
Society for Industrial and Applied Mathematics
Precision Matrix Estimation with ROPE
Source:
Informa UK Limited
Gradient-based Regularization Parameter Selection for Problems With Nonsmooth Penalty Functions
Source:
Informa UK Limited
Ridge estimation of the VAR(1) model
Source:
Wiley
Toll-like receptors and cancer.
Source:
Springer Science and Business Media LLC
Mapping identifiers for the integration of genomic datasets with the R/Bioconductor package biomaRt.
Source:
Springer Science and Business Media LLC
Rcpp: Seamless R and C++ Integration
Source:
Foundation for Open Access Statistics
A well-conditioned estimator for large-dimensional covariance matrices
Source:
Elsevier Inc.
fdrtool: a versatile R package for estimating local and tail area-based false discovery rates
Source:
Oxford University Press (OUP)
Related research
People also read lists articles that other readers of this article have read.
Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.
Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.