D-Trace estimation of a precision matrix with eigenvalue control

DOI10.1080/03610918.2019.1580730zbMath1489.62176OpenAlexW2921282765WikidataQ128232242 ScholiaQ128232242MaRDI QIDQ5082604

Vahe Avagyan

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1580730

zbMATH Keywords

gene expressionGaussian graphical modelHannan-Quinn information criterionD-tracetrace penalization

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Probabilistic graphical models (62H22)

Related Items (1)

Precision matrix estimation using penalized generalized Sylvester matrix equation

Uses Software

• glasso

Cites Work

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