Confidence intervals for sparse precision matrix estimation via Lasso penalized D-trace loss (Q4606470)
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scientific article; zbMATH DE number 6848004
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| English | Confidence intervals for sparse precision matrix estimation via Lasso penalized D-trace loss |
scientific article; zbMATH DE number 6848004 |
Statements
Confidence intervals for sparse precision matrix estimation via Lasso penalized D-trace loss (English)
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7 March 2018
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confidence intervals
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D-trace loss
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high-dimensional
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precision matrix
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sparsity
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0.847449541091919
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0.8469469547271729
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0.8231026530265808
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0.813190221786499
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0.7922497391700745
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