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Partial correlation matrix estimation using ridge penalty followed by thresholding and re-estimation

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  • Min Jin Ha
  • Wei Sun

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  • Min Jin Ha & Wei Sun, 2014. "Partial correlation matrix estimation using ridge penalty followed by thresholding and re-estimation," Biometrics, The International Biometric Society, vol. 70(3), pages 762-770, September.
    • Handle: RePEc:bla:biomet:v:70:y:2014:i:3:p:762-770
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    File URL: http://hdl.handle.net/10.1111/biom.12186
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    References listed on IDEAS

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    1. Zhang Bin & Horvath Steve, 2005. "A General Framework for Weighted Gene Co-Expression Network Analysis," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 4(1), pages 1-45, August.
    2. Alberto Roverato & Robert Castelo, 2006. "Structural learning of Gaussian graphical models from microarray data with p larger than n," Statistica, Department of Statistics, University of Bologna, vol. 66(4), pages 343-372.
    3. Robert Tibshirani & Guenther Walther & Trevor Hastie, 2001. "Estimating the number of clusters in a data set via the gap statistic," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(2), pages 411-423.
    4. Efron, Bradley, 2004. "Large-Scale Simultaneous Hypothesis Testing: The Choice of a Null Hypothesis," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 96-104, January.
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    Cited by:

    1. Carel F. W. Peeters & Mark A. Wiel & Wessel N. Wieringen, 2020. "The spectral condition number plot for regularization parameter evaluation," Computational Statistics, Springer, vol. 35(2), pages 629-646, June.
    2. Minseog Oh & Donggyu Kim, 2024. "Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups," Papers 2412.05664, arXiv.org.

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