Uniform joint screening for ultra-high dimensional graphical models
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Publication:2196128
DOI10.1016/j.jmva.2020.104645zbMath1448.62089OpenAlexW3033573189MaRDI QIDQ2196128
Zemin Zheng, Haiyu Shi, Yang Li, Hui Yuan
Publication date: 28 August 2020
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2020.104645
Gaussian graphical modelsscreening consistencyultra-high dimensionalityordinary least square projectionuniform joint screening
Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12) Probabilistic graphical models (62H22)
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