Regularized rank-based estimation of high-dimensional nonparanormal graphical models

Annals of Statistics

Volumn 40, Issue 5, 2012, Pages 2541-2571

  Xue, Lingzhou ^a   Zou, Hui ^a  

^a UNIVERSITY OF MINNESOTA   (United States)

Author keywords

CLIME; Dantzig selector; Graphical lasso; Nonparanormal graphical model; Rate of convergence; Variable transformation

Indexed keywords

EID: 84873376907     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/12-AOS1041     Document Type: Article

References (46)

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