High-dimensional semiparametric Gaussian copula graphical models

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Publication:1940774

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DOI10.1214/12-AOS1037zbMath1297.62073arXiv1202.2169OpenAlexW2150002853MaRDI QIDQ1940774

Han Liu, Fang Han, Ming Yuan, John D. Lafferty, Larry Alan Wasserman

Publication date: 7 March 2013

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.2169

zbMATH Keywords

robust statistics Gaussian copula high-dimensional statistics undirected graphical models minimax optimality biological regulatory networks nonparanormal graphical models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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