Robust and sparse estimation of graphical models based on multivariate winsorization

DOI10.1007/978-3-031-22687-8_12MaRDI QIDQ6606408

Ruben H. Zamar, Ginette Lafit, Javier Nogales, Marcelo Ruiz

Publication date: 16 September 2024

zbMATH Keywords

winsorizationGaussian graphical modelprecision matrixcellwise contaminationsparse robust estimation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35) Multivariate analysis (62Hxx)

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