Family-wise error rate control in Gaussian graphical model selection via distributionally robust optimization

DOI10.1002/sta4.477MaRDI QIDQ6543933

Alexander M. Petersen, Pedro Cisneros-Velarde, Chau Tran, Sang-Yun Oh

Publication date: 27 May 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

family-wise error rateGaussian graphical modelgraphical Lassodistributionally robust optimization

Mathematics Subject Classification ID

Statistics (62-XX)

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