Joint estimation of multiple high‐dimensional Gaussian copula graphical models (Q4603588)
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scientific article; zbMATH DE number 6839782
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint estimation of multiple high‐dimensional Gaussian copula graphical models |
scientific article; zbMATH DE number 6839782 |
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Joint estimation of multiple high‐dimensional Gaussian copula graphical models (English)
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16 February 2018
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estimation robustness
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graph recovery
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\(\ell_\infty/\ell_1\) minimisation
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rank-based
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nonparametric rank-based correlation coefficient estimators
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