Groups acting on Gaussian graphical models

DOI10.1214/13-AOS1130zbMath1292.62098arXiv1207.5910OpenAlexW3103675751MaRDI QIDQ385776

Piotr Zwiernik, Jan Draisma, Sonja Kuhnt

Publication date: 11 December 2013

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.5910

zbMATH Keywords

covariance matrixequivariant estimatorbreakdown pointGaussian graphical modelsrobust estimatorconcentration matrixtransformation families

Mathematics Subject Classification ID

Multivariate analysis (62H99) Robustness and adaptive procedures (parametric inference) (62F35) Transformation groups and semigroups (topological aspects) (54H15)

Related Items (3)

Groups acting on Gaussian graphical models ⋮ Nonlinear algebra and applications ⋮ Invariant Theory and Scaling Algorithms for Maximum Likelihood Estimation

Uses Software

• robustbase

Cites Work

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