An integrated precision matrix estimation for multivariate regression problems
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Publication:2676914
DOI10.1016/j.jspi.2022.07.002OpenAlexW4285678448WikidataQ114154260 ScholiaQ114154260MaRDI QIDQ2676914
Publication date: 28 September 2022
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2022.07.002
high-dimensional datamultivariate regressionGaussian graphical modeltwo-step methodcovariance selection
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