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Confidence intervals for sparse precision matrix estimation via Lasso penalized D-trace loss
- Source :
- Communications in Statistics - Theory and Methods. 46:12299-12316
- Publication Year :
- 2017
- Publisher :
- Informa UK Limited, 2017.
-
Abstract
- This article aims at establishing the confidence intervals for individual parameters of high-dimensional sparse precision matrix. Benefit from a precision matrix estimator which is defined as the m...
- Subjects :
- Statistics and Probability
Trace (linear algebra)
05 social sciences
Estimator
High dimensional
01 natural sciences
Confidence interval
Matrix estimation
010104 statistics & probability
Matrix (mathematics)
Lasso (statistics)
0502 economics and business
Statistics
0101 mathematics
Algorithm
050205 econometrics
Mathematics
Subjects
Details
- ISSN :
- 1532415X and 03610926
- Volume :
- 46
- Database :
- OpenAIRE
- Journal :
- Communications in Statistics - Theory and Methods
- Accession number :
- edsair.doi...........4e1d13b88ecc9b58e5b0de88770fccab