Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting
DOI10.1214/23-ejs2193OpenAlexW4392021596MaRDI QIDQ6200890
Ensiyeh Nezakati, Eugen Pircalabelu
Publication date: 25 March 2024
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-18/issue-1/Estimation-and-inference-in-sparse-multivariate-regression-and-conditional-Gaussian/10.1214/23-EJS2193.full
sparsityprecision matrixmultivariate regression modelsdebiased estimationconditional Gaussian graphical modelsunbalanced distributed setting
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Probabilistic graphical models (62H22)
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