Model selection and estimation in the Gaussian graphical model

Biometrika

Volumn 94, Issue 1, 2007, Pages 19-35

  Yuan, Ming ^a   Lin, Yi ^b  

^a Georgia Institute of Technology   (United States)

^b University of Wisconsin Madison   (United States)

Author keywords

Covariance selection; Lasso; Maxdet algorithm; Nonnegative garrote; Penalized likelihood

Indexed keywords

EID: 33947115409     PISSN: 00063444     EISSN: 14643510     Source Type: Journal    
DOI: 10.1093/biomet/asm018     Document Type: Article

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