Uniform inference in high-dimensional Gaussian graphical models

DOI10.1093/BIOMET/ASAC030OpenAlexW2888845580WikidataQ114093336 ScholiaQ114093336MaRDI QIDQ5879518

Unnamed Author, Martin Spindler, Victor Chernozhukov, S. Klaassen

Publication date: 1 March 2023

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.10532

zbMATH Keywords

conditional independenceGaussian graphical modelhigh-dimensional settingpost-selection inferencesquare-root Lassodouble/debiased machine learning

Mathematics Subject Classification ID

Statistics (62-XX)

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