Robust methods for inferring sparse network structures
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References listed on IDEAS
- Jelena Bradic & Jianqing Fan & Weiwei Wang, 2011. "Penalized composite quasi‐likelihood for ultrahigh dimensional variable selection," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 73(3), pages 325-349, June.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Lin, Lijing & Higham, Nicholas J. & Pan, Jianxin, 2014. "Covariance structure regularization via entropy loss function," Computational Statistics & Data Analysis, Elsevier, vol. 72(C), pages 315-327.
- Yen, Yu-Min & Yen, Tso-Jung, 2014. "Solving norm constrained portfolio optimization via coordinate-wise descent algorithms," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 737-759.
- repec:eee:jmvana:v:161:y:2017:i:c:p:172-190 is not listed on IDEAS
More about this item
KeywordsPenalized inference; Covariance graphical models; Robust regression; Regularized regression; Copula;
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