Autor: |
Avanesov, Valeriy, Polzehl, Jörg, Tabelow, Karsten |
Rok vydání: |
2016 |
Předmět: |
|
DOI: |
10.20347/wias.preprint.2229 |
Popis: |
In this paper we consider the adaptive '1-penalized estimators for the precision matrix in a finite-sample setting. We show consistency results and construct confidence intervals for the elements of the true precision matrix. Additionally, we analyze the bias of these confidence intervals. We apply the estimator to the estimation of functional connectivity networks in functional Magnetic Resonance data and elaborate the theoretical results in extensive simulation experiments. |
Databáze: |
OpenAIRE |
Externí odkaz: |
|