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Graphical lassos for meta‐elliptical distributions |
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| Authors: | Martin Bilodeau |
| Institution: | Department of Mathematics and Statistics, University of Montreal, Station Centre‐ville, Montreal, Canada |
| Abstract: | |
| Keywords: | Graphical models High dimensional statistics meta‐elliptical distributions meta‐Gaussian distributions partial correlations receiver operating characteristic sparse graphs MSC 2010: Primary 62H12 secondary 62H20 |