A convex pseudolikelihood framework for high dimensional partial correlation estimation with convergence guarantees.

Autor: Khare, Kshitij1, Oh, Sang‐Yun2, Rajaratnam, Bala2
Zdroj: Journal of the Royal Statistical Society: Series B (Statistical Methodology). Sep2015, Vol. 77 Issue 4, p803-825. 23p.
Databáze: Business Source Ultimate
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