Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (Q391559)
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English | Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization |
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Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (English)
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10 January 2014
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estimation bounds
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graphical model
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model selection consistency
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oracle property
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