Joint estimation of multiple graphical models

DOI10.1093/biomet/asq060zbMath1214.62058WikidataQ36142966 ScholiaQ36142966MaRDI QIDQ3168763

Elizaveta Levina, Ji Zhu, Jian Guo, George Michailidis

Publication date: 19 April 2011

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3412604

zbMATH Keywords

covariance matrix; graphical model; hierarchical penalty; high-dimensional data network

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

05C90: Applications of graph theory

62P99: Applications of statistics

Uses Software

• UCI-ml