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Joint estimation of multiple high‐dimensional Gaussian copula graphical models - MaRDI portal

Joint estimation of multiple high‐dimensional Gaussian copula graphical models (Q4603588)

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scientific article; zbMATH DE number 6839782
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English
Joint estimation of multiple high‐dimensional Gaussian copula graphical models
scientific article; zbMATH DE number 6839782

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    Joint estimation of multiple high‐dimensional Gaussian copula graphical models (English)
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    16 February 2018
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    estimation robustness
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    graph recovery
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    \(\ell_\infty/\ell_1\) minimisation
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    rank-based
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    nonparametric rank-based correlation coefficient estimators
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