High-dimensional covariance estimation based on Gaussian graphical models
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Publication:5396716
zbMath1280.62065arXiv1009.0530MaRDI QIDQ5396716
Min Xu, Shuheng Zhou, Philipp Rütimann, Peter Bühlmann
Publication date: 3 February 2014
Full work available at URL: https://arxiv.org/abs/1009.0530
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric inference under constraints (62F30)
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