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  • 标题:On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator
  • 本地全文:下载
  • 作者:Adam J. Rothman ; Liliana Forzani
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2014
  • 卷号:8
  • 期号:2
  • 页码:2693-2700
  • DOI:10.1214/14-EJS973
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要: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.
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