High-dimensional semiparametric Gaussian copula graphical models (Q1940774): Difference between revisions

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+A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation
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+Fast algorithms for the calculation of Kendall's \(\tau\)
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+Multiple testing and error control in Gaussian graphical model selection
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+A SINful approach to Gaussian graphical model selection
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+Sparse inverse covariance estimation with the graphical lasso
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+A Class of Statistics with Asymptotically Normal Distribution
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+Probability Inequalities for Sums of Bounded Random Variables
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+DASSO: Connections Between the Dantzig Selector and Lasso
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+Efficient estimation in the bivariate normal copula model: Normal margins are least favourable
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+High-dimensional semiparametric Gaussian copula graphical models
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+Sparsistency and rates of convergence in large covariance matrix estimation
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+High-dimensional graphs and variable selection with the Lasso
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+An iterated logarithm law for the maximum in a stationary gaussian sequence
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+Regularized rank-based estimation of high-dimensional nonparanormal graphical models
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+Model selection and estimation in the Gaussian graphical model
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