No label defined (Q4558531)

From MaRDI portal

Revision as of 10:46, 17 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Jump to:navigation, search

scientific article; zbMATH DE number 6982959

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 6982959

Statements

scholarly article

0 references

0 references

0 references

0 references

publication date

22 November 2018

0 references

full work available at URL

https://arxiv.org/abs/1512.08298

0 references

http://jmlr.csail.mit.edu/papers/v18/17-145.html

0 references

zbMATH Keywords

graphical model selection

0 references

nonparanormal graph

0 references

time-varying network analysis

0 references

hypothesis test

0 references

regularized rank-based estimator

0 references

describes a project that uses

0 references

0 references

MaRDI profile type

MaRDI publication profile

0 references

Moment inequalities for U-statistics

0 references

ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models

0 references

Inference on Treatment Effects after Selection among High-Dimensional Controls

0 references

A Bennett concentration inequality and its application to suprema of empirical processes

0 references

A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation

0 references

Covariate-adjusted precision matrix estimation with an application in genetical genomics

0 references

Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings

0 references

Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation

0 references

The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).

0 references

Challenging the empirical mean and empirical variance: a deviation study

0 references

Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

0 references

Anti-concentration and honest, adaptive confidence bands

0 references

Gaussian approximation of suprema of empirical processes

0 references

The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes

0 references

First-Order Methods for Sparse Covariance Selection

0 references

Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure

0 references

Uniform in bandwidth consistency of kernel-type function estimators

0 references

0 references

Nonparametric Inferences for Additive Models

0 references

Network exploration via the adaptive LASSO and SCAD penalties

0 references

0 references

Sparse inverse covariance estimation with the graphical lasso

0 references

Spatial Modeling With Spatially Varying Coefficient Processes

0 references

0 references

Non-homogeneous dynamic Bayesian networks for continuous data

0 references

Joint estimation of multiple graphical models

0 references

On global properties of variable bandwidth density estimators

0 references

A Class of Statistics with Asymptotically Normal Distribution

0 references

0 references

Confidence intervals for high-dimensional inverse covariance estimation

0 references

Honest confidence regions and optimality in high-dimensional precision matrix estimation

0 references

Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

0 references

Progress in data-based bandwidth selection for kernel density estimation

0 references

Estimating networks with jumps

0 references

Estimating time-varying networks

0 references

Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008.

0 references

Sparsistency and rates of convergence in large covariance matrix estimation

0 references

Convergence of estimates under dimensionality restrictions

0 references

Exact post-selection inference, with application to the Lasso

0 references

Sparse Estimation of Conditional Graphical Models With Application to Gene Networks

0 references

TIGER: A tuning-insensitive approach for optimally estimating Gaussian graphical models

0 references

0 references

High-dimensional semiparametric Gaussian copula graphical models

0 references

An estimate on the supremum of a nice class of stochastic integrals and U-statistics

0 references

Group Bound: Confidence Intervals for Groups of Variables in Sparse High Dimensional Regression Without Assumptions on the Design

0 references

High-dimensional graphs and variable selection with the Lasso

0 references

Node-Based Learning of Multiple Gaussian Graphical Models

0 references

Variable bandwidth kernel estimators of regression curves

0 references

A general theory of hypothesis tests and confidence regions for sparse high dimensional models

0 references

U-processes: Rates of convergence

0 references

Fitting a bivariate additive model by local polynomial regression

0 references

Joint Estimation of Multiple Graphical Models from High Dimensional Time Series

0 references

Asymptotic normality and optimalities in estimation of large Gaussian graphical models

0 references

0 references

Sparse permutation invariant covariance estimation

0 references

An Effective Bandwidth Selector for Local Least Squares Regression

0 references

Approximation Theorems of Mathematical Statistics

0 references

0 references

Structural Learning with Time-Varying Components: Tracking the Cross-Section of Financial Time Series

0 references

Introduction to nonparametric estimation

0 references

0 references

High-dimensional generalized linear models and the lasso

0 references

On asymptotically optimal confidence regions and tests for high-dimensional models

0 references

Weak convergence and empirical processes. With applications to statistics

0 references

Berry-Esseen bounds for estimating undirected graphs

0 references

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

0 references

0 references

Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization

0 references

0 references

Model selection and estimation in the Gaussian graphical model

0 references

Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models

0 references

Calibrated Precision Matrix Estimation for High-Dimensional Elliptical Distributions

0 references

Time varying undirected graphs

0 references

Identifiers

zbMATH Open document ID

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

zbMATH DE Number

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4558531

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4558531&oldid=36450813"