Confidence intervals for high-dimensional inverse covariance estimation (Q117382)

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

Confidence intervals for high-dimensional inverse covariance estimation

scientific article; zbMATH DE number 6441928

Language	Label	Description	Also known as
default for all languages	No label defined
English	Confidence intervals for high-dimensional inverse covariance estimation	scientific article; zbMATH DE number 6441928

Statements

instance of

scholarly article

0 references

published in

Electronic Journal of Statistics

0 references

volume

9

0 references

issue

1

0 references

publication date

1 January 2015

0 references

2 June 2015

0 references

0 references

0 references

Confidence intervals for high-dimensional inverse covariance estimation (English)

0 references

full work available at URL

https://arxiv.org/abs/1403.6752

0 references

https://projecteuclid.org/euclid.ejs/1433195859

0 references

zbMATH Keywords

confidence intervals

0 references

graphical Lasso

0 references

high-dimensional

0 references

precision matrix

0 references

sparsity

0 references

describes a project that uses

glasso

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Square-root lasso: pivotal recovery of sparse signals via conic programming

0 references

Q3601530

0 references

Valid post-selection inference

0 references

Covariance regularization by thresholding

0 references

Statistics for high-dimensional data. Methods, theory and applications.

0 references

A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation

0 references

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

0 references

Bootstrapping Lasso estimators

0 references

Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap

0 references

First-Order Methods for Sparse Covariance Selection

0 references

Sparse inverse covariance estimation with the graphical lasso

0 references

Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

0 references

On the distribution of the largest eigenvalue in principal components analysis

0 references

Asymptotics for Lasso-type estimators.

0 references

Q4382293

0 references

MODEL SELECTION AND INFERENCE: FACTS AND FICTION

0 references

Can one estimate the conditional distribution of post-model-selection estimators?

0 references

High-dimensional graphs and variable selection with the Lasso

0 references

\(p\)-values for high-dimensional regression

0 references

A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers

0 references

Confidence sets in sparse regression

0 references

High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence

0 references

Asymptotic normality and optimalities in estimation of large Gaussian graphical models

0 references

Sparse permutation invariant covariance estimation

0 references

Sparse matrix inversion with scaled Lasso

0 references

Worst possible sub-directions in high-dimensional models

0 references

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

0 references

High-dimensional variable selection

0 references

High dimensional inverse covariance matrix estimation via linear programming

0 references

Model selection and estimation in the Gaussian graphical model

0 references

Q3174050

0 references

Identifiers

zbMATH Open document ID

1328.62458

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Confidence intervals for high-dimensional inverse covariance estimation