Estimation of graphical models using the L1,2 norm

DOI10.1111/ectj.12104OpenAlexW2763992084MaRDI QIDQ5084378

Hyungsik Roger Moon, Khai Xiang Chiong

Publication date: 24 June 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.10038

zbMATH Keywords

networksgraphssparsityGaussian graphical modelsLASSOinverse covariance matrices

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Model selection for inferring Gaussian graphical models ⋮ Estimation of high-dimensional seemingly unrelated regression models

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