Confidence intervals for sparse precision matrix estimation via Lasso penalized D-trace loss
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Publication:4606470
DOI10.1080/03610926.2017.1295074zbMath1384.62112OpenAlexW2589090754MaRDI QIDQ4606470
Publication date: 7 March 2018
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1295074
Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07)
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