A computationally fast alternative to cross-validation in...

Journal of Statistical Computation and Simulation 2015 / 12 Vol. 85; Iss. 18

A computationally fast alternative to cross-validation in penalized Gaussian graphical models

Vujačić, Ivan, Abbruzzo, Antonino, Wit, Ernst
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Volume:
85
Language:
english
Journal:
Journal of Statistical Computation and Simulation
DOI:
10.1080/00949655.2014.992020
Date:
December, 2015
File:
PDF, 508 KB
english, 2015
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