Joint estimation of multiple high-dimensional Gaussian copula graphical models (Q4603588)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6839782
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Joint estimation of multiple high-dimensional Gaussian copula graphical models |
scientific article; zbMATH DE number 6839782 |
Statements
Joint estimation of multiple high‐dimensional Gaussian copula graphical models (English)
0 references
16 February 2018
0 references
estimation robustness
0 references
graph recovery
0 references
\(\ell_\infty/\ell_1\) minimisation
0 references
rank-based
0 references
nonparametric rank-based correlation coefficient estimators
0 references
0.8335857391357422
0 references
0.8314007520675659
0 references
0.8255921006202698
0 references
0.8250648379325867
0 references
0.8249436020851135
0 references
