A novel approach for estimating multi-attribute Gaussian copula graphical models

DOI10.1016/J.SPL.2025.110413MaRDI QIDQ7000789zbMATH OpenFDO

Authors Lijie Li, Wanfeng Liang, Feng Zou

Publication date 7 April 2025

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Gaussian copulagraphical modelsmulti-attribute datanormal scoresparse-group Lasso

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Probabilistic graphical models (62H22) Ridge regression; shrinkage estimators (Lasso) (62J07)

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