Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (Q391559)
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scientific article; zbMATH DE number 6244305
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization |
scientific article; zbMATH DE number 6244305 |
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Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (English)
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10 January 2014
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estimation bounds
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graphical model
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model selection consistency
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oracle property
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0.9063984
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0.90244424
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0.9007794
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0.90064347
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0.90050125
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0.89635754
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0.89549124
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0.8949578
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