Covariance matrix estimation via network structure
Wei Lan, Zheng Fang, Hansheng Wang, Chih-Ling Tsai
| Year of publication: |
Apri 2018
|
|---|---|
| Authors: | Lan, Wei ; Fang, Zheng ; Wang, Hansheng ; Tsai, Chih-Ling |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 36.2018, 2, p. 359-369
|
| Subject: | Adjacency matrix | Bayesian information criterion | Covariance estimation | Covariance regression network model | High-dimensional data | Korrelation | Correlation | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference | Regressionsanalyse | Regression analysis | Varianzanalyse | Analysis of variance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2016.1173558 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011895079