Model selection for Gaussian concentration graphs
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Publication:3429964
DOI10.1093/biomet/91.3.591zbMath1108.62098WikidataQ57566470 ScholiaQ57566470MaRDI QIDQ3429964
Mathias Drton, Michael D. Perlman
Publication date: 20 March 2007
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/91.3.591
Simultaneous confidence intervals; Concentration graph; Covariance graph; Covariance selection model; Graphical model selection
62H20: Measures of association (correlation, canonical correlation, etc.)
05C90: Applications of graph theory
62M99: Inference from stochastic processes