Efficient distributed estimation of high-dimensional sparse precision matrix for transelliptical graphical models (Q2042144): Difference between revisions

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-Heng-Jian Cui
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+Heng-Jian Cui
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+https://doi.org/10.1007/s10114-021-9553-z
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+W3162944394
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+A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation
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@@ Property / cites work @@
+Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation
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+Q3996150
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@@ Property / cites work @@
+Statistical analysis of latent generalized correlation matrix estimation in transelliptical distribution
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+A Class of Statistics with Asymptotically Normal Distribution
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+Confidence intervals for sparse precision matrix estimation via Lasso penalized D-trace loss
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+Confidence intervals for high-dimensional inverse covariance estimation
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+Q4382293
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+High-dimensional graphs and variable selection with the Lasso
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+Partial Correlation Estimation by Joint Sparse Regression Models
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+High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
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+On asymptotically optimal confidence regions and tests for high-dimensional models
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+Q3175711
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+Q3358073
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+Q2896144
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@@ Property / cites work @@
+Sparse precision matrix estimation via lasso penalized D-trace loss
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+Publication:2042144