Mostrar el registro sencillo del ítem

dc.contributor.author
Rothman, Adam J.  
dc.contributor.author
Forzani, Liliana Maria  
dc.date.available
2017-02-24T18:55:13Z  
dc.date.issued
2014-12  
dc.identifier.citation
Rothman, Adam J.; Forzani, Liliana Maria; On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator; The Institute of Mathematical Statistics and the Bernoulli Society; Electronic Journal of Statistics; 8; 2; 12-2014; 2693-2700  
dc.identifier.issn
1935-7524  
dc.identifier.uri
http://hdl.handle.net/11336/13383  
dc.description.abstract
We establish a necessary and sufficient condition for the existence of the precision matrix estimator obtained by minimizing the negative Gaussian log-likelihood plus a weighted bridge penalty. This condition enables us to connect the literature on Gaussian graphical models to the literature on penalized Gaussian likelihood.  
dc.format
application/pdf  
dc.language.iso
eng  
dc.publisher
The Institute of Mathematical Statistics and the Bernoulli Society  
dc.rights
info:eu-repo/semantics/openAccess  
dc.rights.uri
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/  
dc.subject
High-Dimensional Data  
dc.subject
Precision Matrix  
dc.subject
Ridge Penalty  
dc.subject
Sparsity  
dc.subject.classification
Estadística y Probabilidad  
dc.subject.classification
Matemáticas  
dc.subject.classification
CIENCIAS NATURALES Y EXACTAS  
dc.title
On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator  
dc.type
info:eu-repo/semantics/article  
dc.type
info:ar-repo/semantics/artículo  
dc.type
info:eu-repo/semantics/publishedVersion  
dc.date.updated
2016-11-23T20:12:55Z  
dc.journal.volume
8  
dc.journal.number
2  
dc.journal.pagination
2693-2700  
dc.journal.pais
Estados Unidos  
dc.description.fil
Fil: Rothman, Adam J.. University of Minnesota. Scool Of Statistics; Estados Unidos  
dc.description.fil
Fil: Forzani, Liliana Maria. Universidad Nacional del Litoral. Facultad de Ingeniería Química; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Santa Fe. Instituto de Matemática Aplicada "Litoral"; Argentina  
dc.journal.title
Electronic Journal of Statistics  
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/url/http://projecteuclid.org/euclid.ejs/1419258191  
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/http://doi.org/10.1214/14-EJS973  

Archivos asociados
Thumbnail
 
Tamaño: 154.4Kb
Formato: PDF
.