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Partial Correlation Matrix Estimation using Ridge Penalty Followed by Thresholding and Reestimation
Motivated by the problem of construction gene co-expression network, we propose a statistical framework for estimating high-dimensional partial correlation matrix by a three-step approach. We first obtain a penalized estimate of a partial correlation matrix using ridge penalty. Next we select the no...
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| 發表在: | Biometrics |
|---|---|
| Main Authors: | , |
| 格式: | Artigo |
| 語言: | Inglês |
| 出版: |
2014
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| 主題: | |
| 在線閱讀: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4239206/ https://ncbi.nlm.nih.gov/pubmed/24845967 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1111/biom.12186 |
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