Publication: Ridge precision estimation for networks 2
The final version of 'Ridge estimation of inverse covariance matrices from high-dimensional data' is now available online. The article deals with the estimation of precision (i.e., inverse covariance) matrices in situations where the number of variables approaches or exceeds the number of observations. The article also discusses the use of these ridge precision matrices in the context of graphical (network) modeling.
The article is published in Computational Statistics & Data Analysis (vol. 103: 284-303). This link provides free access to the article until August 4, 2016.