Yin, Jianxin; Li, Hongzhe - In: Journal of Multivariate Analysis 116 (2013) C, pp. 365-381
Motivated by the analysis of genetical genomic data, we consider the problem of estimating high-dimensional sparse precision matrix adjusting for possibly a large number of covariates, where the covariates can affect the mean value of the random vector. We develop a two-stage estimation...