ESTIMATING SCALE-FREE NETWORKS VIA THE EXPONENTIATION OF MINIMAX CONCAVE PENALTY

DOI10.5183/jjscs.1503001_215zbMath1359.62187OpenAlexW2566856071MaRDI QIDQ2953963

Hidetoshi Shimodaira, Yukihiro Ogura, Kei Hirose

Publication date: 11 January 2017

Published in: Journal of the Japanese Society of Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5183/jjscs.1503001_215

zbMATH Keywords

LassoGaussian graphical modelscale-free networksminimax concave penalty

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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