The nonparanormal: semiparametric estimation of high dimensional undirected graphs (Q2880973)

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scientific article; zbMATH DE number 6025110
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The nonparanormal: semiparametric estimation of high dimensional undirected graphs
scientific article; zbMATH DE number 6025110

    Statements

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    17 April 2012
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    graphical models
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    Gaussian copula
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    high dimensional inference
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    sparsity
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    \( \ell 1\) regularization
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    graphical lasso
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    paranormal
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    occult
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    The nonparanormal: semiparametric estimation of high dimensional undirected graphs (English)
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