High Dimensional Semiparametric Latent Graphical Model for Mixed Data

DOI10.1111/RSSB.12168zbMath1414.62179arXiv1404.7236OpenAlexW1495663238MaRDI QIDQ5381084

Yang Ning, Hui Zou, Han Liu, Jianqing Fan

Publication date: 7 June 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.7236

zbMATH Keywords

discrete datalatent variablemixed dataGaussian copularank-based statisticnon-paranormal

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20) Exact distribution theory in statistics (62E15)

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