Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
| Year of publication: |
2008
|
|---|---|
| Authors: | Warton, David I. |
| Published in: |
Journal of the American Statistical Association. - American Statistical Association. - Vol. 103.2008, March, p. 340-349
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005734244