Joint estimation of multiple high‐dimensional Gaussian copula graphical models

DOI10.1111/anzs.12198zbMath1381.62100OpenAlexW2760309945MaRDI QIDQ4603588

Bin Liu, Yong He, Jiadong Ji, Xin Sheng Zhang

Publication date: 16 February 2018

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12198

zbMATH Keywords

estimation robustnessgraph recoveryrank-based\(\ell_\infty/\ell_1\) minimisationnonparametric rank-based correlation coefficient estimators

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35)

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