Representing Sparse Gaussian DAGs as Sparse R-Vines Allowing for Non-Gaussian Dependence
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Publication:3391116
DOI10.1080/10618600.2017.1366911OpenAlexW2964300389MaRDI QIDQ3391116
Publication date: 28 March 2022
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1604.04202
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Regular vines with strongly chordal pattern of (conditional) independence, Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso, Selection of sparse vine copulas in high dimensions with the Lasso
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