Graphical models via joint quantile regression with component selection
نویسندگان
چکیده
منابع مشابه
Graphical models via joint quantile regression with component selection
A graphical model is used for describing interrelationships among multiple variables. In many cases, the multivariate Gaussian assumption is made partly for its simplicity but the assumption is hardly met in actual applications. In order to avoid dependence on a rather strong assumption, we propose to infer the graphical model via joint quantile regression with component selection, since the co...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2016
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2016.07.012