Graphical lassos for meta‐elliptical distributions (Q5166409)

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scientific article; zbMATH DE number 6309011
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Graphical lassos for meta‐elliptical distributions
scientific article; zbMATH DE number 6309011

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    Graphical lassos for meta‐elliptical distributions (English)
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    26 June 2014
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    graphical models
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    high-dimensional statistics
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    meta-elliptical distributions
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    meta-Gaussian distributions
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    partial correlations
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    receiver operating characteristic
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    sparse graphs
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