Graphical lassos for meta‐elliptical distributions
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Publication:5166409
DOI10.1002/cjs.11212zbMath1349.62204MaRDI QIDQ5166409
Publication date: 26 June 2014
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.11212
graphical models; receiver operating characteristic; high-dimensional statistics; sparse graphs; partial correlations; meta-elliptical distributions; meta-Gaussian distributions
62H12: Estimation in multivariate analysis
62J07: Ridge regression; shrinkage estimators (Lasso)
62H20: Measures of association (correlation, canonical correlation, etc.)
62A09: Graphical methods in statistics
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