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Asymptotically Normal and Efficient Estimation of Covariate-Adjusted Gaussian Graphical Model

A tuning-free procedure is proposed to estimate the covariate-adjusted Gaussian graphical model. For each finite subgraph, this estimator is asymptotically normal and efficient. As a consequence, a confidence interval can be obtained for each edge. The procedure enjoys easy implementation and effici...

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Bibliographische Detailangaben
Veröffentlicht in:J Am Stat Assoc
Hauptverfasser: Chen, Mengjie, Ren, Zhao, Zhao, Hongyu, Zhou, Harrison
Format: Artigo
Sprache:Inglês
Veröffentlicht: 2016
Schlagworte:
Online Zugang:https://ncbi.nlm.nih.gov/pmc/articles/PMC4974017/
https://ncbi.nlm.nih.gov/pubmed/27499564
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2015.1010039
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