A review of Gaussian Markov models for conditional independence
From MaRDI portal
Publication:2301082
DOI10.1016/j.jspi.2019.09.008zbMath1437.62195arXiv1606.07282OpenAlexW2975015986WikidataQ127181386 ScholiaQ127181386MaRDI QIDQ2301082
Pedro Larrañaga, Irene Córdoba, Concha Bielza
Publication date: 28 February 2020
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.07282
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Gaussian processes (60G15) Measures of association (correlation, canonical correlation, etc.) (62H20) Bayesian inference (62F15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Uses Software
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