Graphical models via joint quantile regression with component selection
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Cites work
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- scientific article; zbMATH DE number 3265118 (Why is no real title available?)
- Component selection in additive quantile regression models
- Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
- Graph estimation with joint additive models
- High-dimensional semiparametric Gaussian copula graphical models
- Inference in multivariate Archimedean copula models
- Model selection and estimation in the Gaussian graphical model
- Multivariate T-Distributions and Their Applications
- Quantile smoothing splines
- Robust Gaussian graphical modeling via \(l_{1}\) penalization
- Robust graphical modeling of gene networks using classical and alternative \(t\)-distributions
- Sparse graphical models for exploring gene expression data
- Sparse inverse covariance estimation with the graphical lasso
- Stability Selection
- Stable graphical model estimation with random forests for discrete, continuous, and mixed variables
- The \(F_{\infty}\)-norm support vector machine
- Tuning parameter selection for penalized likelihood estimation of Gaussian graphical model
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
Cited in
(5)- Network tail risk estimation in the European banking system
- Kernel partial correlation: a novel approach to capturing conditional independence in graphical models for noisy data
- IDGM: an approach to estimate the graphical model of interval-valued data
- CRPS Learning
- Quantile graphical models: a Bayesian approach
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