Robustly fitting Gaussian graphical models -- the R package robFitConGraph

DOI10.1007/978-3-031-22687-8_13MaRDI QIDQ6606410

Stuart J. Watt, Anna Wiedemann, Daniel Vogel

Publication date: 16 September 2024

zbMATH Keywords

M-estimatorpartial correlationdeviance testcovariance selection modelmusic performance anxiety

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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