Covariate-adjusted precision matrix estimation with an application in genetical genomics
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Publication:5411019
DOI10.1093/biomet/ass058zbMath1284.62648OpenAlexW2148289138WikidataQ37701449 ScholiaQ37701449MaRDI QIDQ5411019
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Publication date: 22 April 2014
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc5351557
high dimensionalitymultivariate regressionGaussian graphical modelsconstrained \(\ell _{1}\) penalization
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