Estimation of Gaussian graphs by model selection
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Publication:1951762
DOI10.1214/08-EJS228zbMath1320.62094arXiv0710.2044OpenAlexW3101229196MaRDI QIDQ1951762
Publication date: 24 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0710.2044
Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Random matrices (algebraic aspects) (15B52)
Related Items
Goodness-of-fit tests for high-dimensional Gaussian linear models, Minimax risks for sparse regressions: ultra-high dimensional phenomenons, High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence, High-dimensional Gaussian model selection on a Gaussian design, Block-Diagonal Covariance Selection for High-Dimensional Gaussian Graphical Models, High-dimensional regression with unknown variance
Uses Software
Cites Work
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