Promote sign consistency in the joint estimation of precision matrices

DOI10.1016/j.csda.2021.107210OpenAlexW3135775717MaRDI QIDQ830115

Shuangge Ma, Yu-An Huang, Qing-Zhao Zhang

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2021.107210

zbMATH Keywords

Gaussian graphical modelprecision matrixjoint estimationsign consistency

Mathematics Subject Classification ID

Statistics (62-XX)

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Uses Software

• glasso

Cites Work

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