Confidence intervals for high-dimensional inverse covariance estimation (Q117382): Difference between revisions

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+June 2015Timestamp +2015-06-02T00:00:00Z
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@@ Property / publication date: 2 June 2015 / rank @@
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@@ Property / author @@
+Jana Janková
@@ Property / author: Jana Janková / rank @@
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+Sara van de Geer
@@ Property / author: Sara van de Geer / rank @@
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@@ Property / title @@
+Confidence intervals for high-dimensional inverse covariance estimation (English)
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@@ Property / zbMATH Open document ID @@
+.62458
@@ Property / zbMATH Open document ID: 1328.62458 / rank @@
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+https://arxiv.org/abs/1403.6752
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@@ Property / full work available at URL @@
+https://projecteuclid.org/euclid.ejs/1433195859
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+J07
@@ Property / Mathematics Subject Classification ID: 62J07 / rank @@
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+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
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+6441928
@@ Property / zbMATH DE Number: 6441928 / rank @@
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+confidence intervals
@@ Property / zbMATH Keywords: confidence intervals / rank @@
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@@ Property / zbMATH Keywords @@
+graphical Lasso
@@ Property / zbMATH Keywords: graphical Lasso / rank @@
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@@ Property / zbMATH Keywords @@
+high-dimensional
@@ Property / zbMATH Keywords: high-dimensional / rank @@
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+precision matrix
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+sparsity
@@ Property / zbMATH Keywords: sparsity / rank @@
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@@ Property / arXiv ID: 1403.6752 / rank @@
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@@ Property / cites work @@
+Square-root lasso: pivotal recovery of sparse signals via conic programming
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@@ links / mardi / name / links / mardi / name @@
+Publication:117382