Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization
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Publication:391559
DOI10.1016/j.jmva.2013.01.005zbMath1277.62146OpenAlexW2004185360WikidataQ36841995 ScholiaQ36841995MaRDI QIDQ391559
Publication date: 10 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2013.01.005
Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Statistical tables (62Q05)
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Uses Software
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