The conditional censored graphical Lasso estimator
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Publication:2209704
DOI10.1007/s11222-020-09945-7zbMath1452.62518arXiv1910.12775MaRDI QIDQ2209704
Luigi Augugliaro, Gianluca Sottile, Veronica Vinciotti
Publication date: 4 November 2020
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.12775
censored data; sparsity; high-dimensional setting; censored graphical Lasso; conditional Gaussian graphical models
62J07: Ridge regression; shrinkage estimators (Lasso)
62N01: Censored data models
62H22: Probabilistic graphical models
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