Model selection and estimation in the Gaussian graphical model

DOI10.1093/biomet/asm018zbMath1142.62408OpenAlexW2081746825MaRDI QIDQ3512676

Ming Yuan, Yi Lin

Publication date: 21 July 2008

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/20ee888ca9c3bae784f266405b4d6395c6f32955

zbMATH Keywords

penalized likelihoodlassononnegative garrotecovariance selectionmaxdet algorithm

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in survival analysis and censored data (62N02)

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