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Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting - MaRDI portal

Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting (Q6200890)

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scientific article; zbMATH DE number 7823223
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English
Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting
scientific article; zbMATH DE number 7823223

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    Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting (English)
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    25 March 2024
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    multivariate regression models
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    conditional Gaussian graphical models
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    debiased estimation
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    precision matrix
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    sparsity
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    unbalanced distributed setting
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