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Regularized rank-based estimation of high-dimensional nonparanormal graphical models - MaRDI portal

Regularized rank-based estimation of high-dimensional nonparanormal graphical models (Q741796)

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Regularized rank-based estimation of high-dimensional nonparanormal graphical models
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    Regularized rank-based estimation of high-dimensional nonparanormal graphical models (English)
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    15 September 2014
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    CLIME
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    Dantzig selector
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    graphical Lasso
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    nonparanormal graphical model
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    rate of convergence
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    variable transformation
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