Robustly fitting Gaussian graphical models -- the R package robFitConGraph

DOI10.1007/978-3-031-22687-8_13MaRDI QIDQ6606410zbMATH OpenFDO

Authors Daniel Vogel, Stuart J. Watt, Anna Wiedemann

Publication date 16 September 2024

Full work available at URL https://doi.org/10.1007/978-3-031-22687-8_13

zbMATH Keywords

covariance selection modeldeviance testM-estimatormusic performance anxietypartial correlation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35) Multivariate analysis (62Hxx) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(1)

• Bayesian analysis of constrained Gaussian processes

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