Graphical models via joint quantile regression with component selection
From MaRDI portal
Publication:321929
DOI10.1016/j.jmva.2016.07.012zbMath1397.62242OpenAlexW2511160784MaRDI QIDQ321929
Hyonho Chun, James C. Fleet, Myung Hee Lee, Ji Hwan Oh
Publication date: 14 October 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2016.07.012
Nonparametric regression and quantile regression (62G08) Multivariate analysis (62H99) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Related Items (3)
Kernel partial correlation: a novel approach to capturing conditional independence in graphical models for noisy data ⋮ Network tail risk estimation in the European banking system ⋮ CRPS Learning
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sparse inverse covariance estimation with the graphical lasso
- Component selection in additive quantile regression models
- Robust graphical modeling of gene networks using classical and alternative \(t\)-distributions
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
- Inference in multivariate Archimedean copula models
- Stable graphical model estimation with random forests for discrete, continuous, and mixed variables
- Sparse graphical models for exploring gene expression data
- High-dimensional semiparametric Gaussian copula graphical models
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- Model selection and estimation in the Gaussian graphical model
- Quantile smoothing splines
- Stability Selection
- Multivariate T-Distributions and Their Applications
- Robust Gaussian Graphical Modeling Via l1 Penalization
- Graph estimation with joint additive models
This page was built for publication: Graphical models via joint quantile regression with component selection
