Confidence intervals for high-dimensional inverse covariance estimation
From MaRDI portal
Publication:117382
DOI10.1214/15-ejs1031zbMath1328.62458arXiv1403.6752MaRDI QIDQ117382
Jana Janková, Sara Van De Geer, Sara van de Geer, Jana Janková
Publication date: 1 January 2015
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.6752
Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07)
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Uses Software
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