Inference in high-dimensional graphical models

zbMath1442.62143arXiv1801.08512MaRDI QIDQ5224825

Jana Janková, Sara van de Geer

Publication date: 24 July 2019

Full work available at URL: https://arxiv.org/abs/1801.08512

zbMATH Keywords

inferencegraphical Lassohigh-dimensional graphical models

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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