Estimating Dependence Structures with Gaussian Graphical Models : A Simulation Study in R

Graphical models are powerful tools when estimating complex dependence structures among large sets of data. This thesis restricts the scope to undirected Gaussian graphical models. An initial predefined sparse precision matrix was specified to generate multivariate normally distributed data. Utilizi...

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Bibliographic Details
Main Authors: Angelchev Shiryaev, Artem, Karlsson, Johan
Format: Others
Language:English
Published: Umeå universitet, Statistik 2021
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-184925