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A novel robust estimation for high-dimensional precision matrices - MaRDI portal

A novel robust estimation for high-dimensional precision matrices

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Publication:6629954

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DOI10.1002/sim.9636zbMath1548.6247MaRDI QIDQ6629954

Shaoxin Wang, Chaoping Xie, Xiaoning Kang

Publication date: 30 October 2024

Published in: Statistics in Medicine (Search for Journal in Brave)

zbMATH Keywords

robust estimation precision matrix modified Cholesky decomposition penalized LAD

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

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