Differential Partial Correlation IDentification
Akaike information criterion (AIC) and Bayesian information criterion ...
K-fold Crossvalidation for the ridge step
Identification of two partial correlation matrices having sparse diffe...
Identification of two partial correlation matrices having sparse diffe...
Differential partial correlation identification with the ridge and the...
Linear shrinkage estimates of covariance and inverse covariance matrix
Differential partial correlation identification with the ridge and the fusion penalties.