On skewed Gaussian graphical models

DOI10.1016/J.JMVA.2022.105129MaRDI QIDQ2111068zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 23 December 2022

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2022.105129

zbMATH Keywords

LassoGaussian graphical modelpenalized likelihoodalternating direction method of multipliersskewed Gaussian distribution

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Multivariate analysis (62Hxx)

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Cited in

(6)

• Graphical models for skew‐normal variates
• Stable graphical models
• Selection of conditional independence graph models when the distribution is extended skew normal
• On the application of Gaussian graphical models to paired data problems
• On the existence of some skew-Gaussian random field models
• A skew Gaussian decomposable graphical model

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Uses Software

• glasso

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