Robust concentration graph model selection
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Publication:2445761
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Cites work
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- A SINful approach to Gaussian graphical model selection
- A robust Hotelling test
- Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
- Asymptotics for the minimum covariance determinant estimator
- Asymptotics of reweighted estimators of multivariate location and scatter
- Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
- Building a robust linear model with forward selection and stepwise procedures
- Constrained \(M\)-estimation for multivariate location and scatter
- Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
- Introduction to Graphical Modelling
- Linear dependencies represented by chain graphs. With comments and a rejoinder by the authors
- Model selection for Gaussian concentration graphs
- Multiple hypothesis testing in microarray experiments.
- Multiple testing and error control in Gaussian graphical model selection
- Multivariate τ-Estimators for Location and Scatter
- On the impact of contaminations in graphical Gaussian models
- On the relation between S-estimators and M-estimators of multivariate location and covariance
- On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
- Outlier Robust Model Selection in Linear Regression
- Outlier detection in the multiple cluster setting using the minimum covariance determinant estimator
- Outlier identification in high dimensions
- Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
- Rectangular Confidence Regions for the Means of Multivariate Normal Distributions
- Robust factor analysis.
- Robust m-estimators of multivariate location and scatter
- Robust model selection using fast and robust bootstrap
- Small sample corrections for LTS and MCD
- Tests for Gaussian graphical models
- The multivariate least-trimmed squares estimator
Cited in
(7)- Robust estimation of precision matrices under cellwise contamination
- Robust Gaussian graphical modeling
- Special issue on variable selection and robust procedures
- Graphical lassos for meta‐elliptical distributions
- Dynamic and robust Bayesian graphical models
- Groups acting on Gaussian graphical models
- Robust methods for inferring sparse network structures
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