Estimation of Gaussian graphs by model selection
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Publication:1951762
DOI10.1214/08-EJS228zbMath1320.62094arXiv0710.2044MaRDI QIDQ1951762
Publication date: 24 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0710.2044
62G08: Nonparametric regression and quantile regression
62J05: Linear regression; mixed models
15B52: Random matrices (algebraic aspects)
Related Items
Block-Diagonal Covariance Selection for High-Dimensional Gaussian Graphical Models, High-dimensional regression with unknown variance, High-dimensional Gaussian model selection on a Gaussian design, Minimax risks for sparse regressions: ultra-high dimensional phenomenons, High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence, Goodness-of-fit tests for high-dimensional Gaussian linear models
Uses Software
Cites Work
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