Network exploration via the adaptive LASSO and SCAD penalties
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Publication:2270657
DOI10.1214/08-AOAS215zbMath1166.62040arXiv0908.2053WikidataQ41956523 ScholiaQ41956523MaRDI QIDQ2270657
Yichao Wu, Yang Feng, Jianqing Fan
Publication date: 29 July 2009
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0908.2053
precision matrix; LASSO; SCAD; adaptive LASSO; genetic network; covariance selection; breast cancer data; Gaussian concentration graphical model; telephone call center data
Uses Software