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Many statistical analysis procedures require a good estimator for the high dimensional covariance matrix or its inverse, the precision matrix. When the precision matrix is banded, the Cholesky-based method can often yield a good estimator for the precision matrix. One important aspect of this...
Persistent link: https://www.econbiz.de/10014148752
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In medical, biological and social science, three dimensional contingency tables with ordered categories usually arise and one expects a monotone association yet one may prefer not to assume a particular parametric model. One of its key roles is how to estimate its parameters under monotonic...
Persistent link: https://www.econbiz.de/10012918112