PC algorithm for Gaussian copula graphical models

zbMath1318.62197arXiv1207.0242MaRDI QIDQ2933951

Mathias Drton, Naftali Harris

Publication date: 8 December 2014

Full work available at URL: https://arxiv.org/abs/1207.0242

zbMATH Keywords

model selection; multivariate normal distribution; graphical model; Gaussian copula; nonparanormal distribution

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62H20: Measures of association (correlation, canonical correlation, etc.)