High-dimensional Gaussian model selection on a Gaussian design

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 46, Issue 2, 2010, Pages 480-524

  Verzelen, Nicolas ^a  

^a UNIVERSITÉ PARIS SACLAY   (France)

Author keywords

Gaussian graphical models; Linear regression; Minimax rates of estimation; Model selection; Oracle inequalities

Indexed keywords

EID: 77952560079     PISSN: 02460203     EISSN: 02460203     Source Type: Journal    
DOI: 10.1214/09-AIHP321     Document Type: Article

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