Loss function, unbiasedness, and optimality of Gaussian graphical model selection
DOI10.1016/j.jspi.2018.11.002zbMath1423.62053OpenAlexW2900874414MaRDI QIDQ2317292
Panos M. Pardalos, Alexander P. Koldanov, Petr A. Koldanov, Valeriy A. Kalyagin
Publication date: 9 August 2019
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2018.11.002
loss functionGaussian graphical modelrisk functionoptimal multiple decision statistical procedurestests of a Neyman structureunbiased multiple decision statistical procedures
Hypothesis testing in multivariate analysis (62H15) Small world graphs, complex networks (graph-theoretic aspects) (05C82) Stochastic network models in operations research (90B15) Compound decision problems in statistical decision theory (62C25)
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