Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (Q391559)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization
scientific article

    Statements

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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references