Authors: Fried, Roland
Vogel, Daniel
Title: On robust Gaussian Graphical Modelling
Language (ISO): en
Abstract: The objective of this exposition is to give an overview of the existing approaches to robust Gaussian graphical modelling. We start by thoroughly introducing Gaussian graphical models (also known as covariance selection models or concentration graph models) and then review the established, likelihood-based statistical theory (estimation, testing and model selection). Afterwards we describe robust methods and compare them to the classical approaches.
Subject Headings: Covariance selection model
Gaussian graphical model
Robust method
Issue Date: 2009-12-16T09:51:55Z
Appears in Collections:Sonderforschungsbereich (SFB) 823

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