Regularized rank-based estimation of high-dimensional nonparanormal graphical models

DOI10.1214/12-AOS1041zbMath1373.62138arXiv1302.3082MaRDI QIDQ741796

Lingzhou Xue, Hui Zou

Publication date: 15 September 2014

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.3082

zbMATH Keywords

rate of convergencevariable transformationDantzig selectorgraphical LassoCLIMEnonparanormal graphical model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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Uses Software

• glasso
• MIM

Cites Work

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