Covariance estimation via fiducial inference

DOI10.1080/24754269.2021.1877950OpenAlexW3131434759MaRDI QIDQ5880096

Randy C. S. Lai, W. Jenny Shi, Thomas C. M. Lee, Jan Hannig

Publication date: 7 March 2023

Published in: Statistical Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.04929

zbMATH Keywords

cliquessparsitycovariance estimationfiducial inference

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Statistics (62-XX) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (1)

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Uses Software

• glasso

Cites Work

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