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High-dimensional graphs and variable selection with the lasso

Author
MEINSHAUSEN, Nicolai1 ; BÜHLMANN, Peter1
[1] ETH Zürich, Switzerland
Source

Annals of statistics. 2006, Vol 34, Num 3, pp 1436-1462, 27 p ; ref : 17 ref

CODEN
ASTSC7
ISSN
0090-5364
Scientific domain
Mathematics
Publisher
Institute of Mathematical Statistics, Hayward, CA
Publication country
United States
Document type
Article
Language
English
Keyword (fr)
Analyse multivariable Connectivité graphe Estimation statistique Loi n variables Loi normale Matrice covariance Matrice inverse Méthode statistique Prédiction optimale Régression linéaire Indépendance conditionnelle Modèle graphique gaussien Régression pénalisée Sélection covariance
Keyword (en)
Multivariate analysis Graph connectivity Statistical estimation Multivariate distribution Gaussian distribution Covariance matrix Inverse matrix Statistical method Optimal prediction Linear regression Conditional independence Gaussian graphical model Penalized regression
Keyword (es)
Análisis multivariable Conectividad grafo Estimación estadística Ley n variables Curva Gauss Matriz covariancia Matriz inversa Método estadístico Predicción óptima Regresión lineal
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02G Parametric inference

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02I Multivariate analysis

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02J Linear inference, regression

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
18000467

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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