A convex pseudolikelihood framework for high dimensional partial correlation estimation with convergence guarantees

Publisher: John Wiley & Sons Inc

E-ISSN: 1467-9868|77|4|803-825

ISSN: 1369-7412

Source: JOURNAL OF THE ROYAL STATISTICAL SOCIETY: SERIES B (STATISTICAL METHODOLOGY), Vol.77, Iss.4, 2015-09, pp. : 803-825

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Abstract