Robust Time-Varying Undirected Graphs

DOI10.1007/978-3-319-89824-7_21zbMath1397.62258OpenAlexW2884867411MaRDI QIDQ4689046

Paola Stolfi, Mauro Bernardi

Publication date: 12 October 2018

Published in: Mathematical and Statistical Methods for Actuarial Sciences and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-89824-7_21

zbMATH Keywords

divergencekernel methodsgraphical modelsdynamic modelsrobust methods

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric robustness (62G35) Graphical methods in statistics (62A09)

Cites Work

• Unnamed Item
• Sparse inverse covariance estimation with the graphical lasso
• Rejoinder: ``Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions
• Time varying undirected graphs
• Robust sparse Gaussian graphical modeling
• Robust estimators for nondecomposable elliptical graphical models
• Sparse nonparametric graphical models

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