Sparse Matrix Graphical Models
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DOI: 10.1080/01621459.2012.706133
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Cited by:
- Suprateek Kundu & Benjamin B. Risk, 2021. "Scalable Bayesian matrix normal graphical models for brain functional networks," Biometrics, The International Biometric Society, vol. 77(2), pages 439-450, June.
- Jiadong Ji & Yong He & Lei Liu & Lei Xie, 2021. "Brain connectivity alteration detection via matrix‐variate differential network model," Biometrics, The International Biometric Society, vol. 77(4), pages 1409-1421, December.
- Xiao Guo & Hai Zhang, 2020. "Sparse directed acyclic graphs incorporating the covariates," Statistical Papers, Springer, vol. 61(5), pages 2119-2148, October.
- Wei Lan & Ronghua Luo & Chih-Ling Tsai & Hansheng Wang & Yunhong Yang, 2015. "Testing the Diagonality of a Large Covariance Matrix in a Regression Setting," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 76-86, January.
- Hafner, Christian M. & Linton, Oliver B. & Tang, Haihan, 2020.
"Estimation of a multiplicative correlation structure in the large dimensional case,"
Journal of Econometrics, Elsevier, vol. 217(2), pages 431-470.
- Hafner, C. & Linton, O. & Tang, H., 2018. "Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case," Cambridge Working Papers in Economics 1878, Faculty of Economics, University of Cambridge.
- Hafner, Christian & Linton, Oliver & Tang, Haihan, 2020. "Estimation of a multiplicative correlation structure in the large dimensional case," LIDAM Reprints ISBA 2020028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Ding, Hao & Qin, Shanshan & Wu, Yuehua & Wu, Yaohua, 2021. "Asymptotic properties on high-dimensional multivariate regression M-estimation," Journal of Multivariate Analysis, Elsevier, vol. 183(C).
- Chen, Xin & Yang, Dan & Xu, Yan & Xia, Yin & Wang, Dong & Shen, Haipeng, 2023. "Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data," Journal of Econometrics, Elsevier, vol. 232(2), pages 544-564.
- Wang, Dong & Liu, Xialu & Chen, Rong, 2019. "Factor models for matrix-valued high-dimensional time series," Journal of Econometrics, Elsevier, vol. 208(1), pages 231-248.
- Christian M. Hafner & Oliver Linton & Haihan Tang, 2016. "Estimation of a multiplicative covariance structure in the large dimensional case," CeMMAP working papers 52/16, Institute for Fiscal Studies.
- Andrea Bucci, 2022. "A smooth transition autoregressive model for matrix-variate time series," Papers 2212.08615, arXiv.org.
- Gagliardini, Patrick & Gouriéroux, Christian, 2017. "Double instrumental variable estimation of interaction models with big data," Journal of Econometrics, Elsevier, vol. 201(2), pages 176-197.
- Hafner, C. M. & Linton, O., 2016.
"Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case,"
Cambridge Working Papers in Economics
1664, Faculty of Economics, University of Cambridge.
- HAFNER, Christian & LINTON, Oliver B. & TANG, Haihan, 2016. "Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case," LIDAM Discussion Papers CORE 2016044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Christian M. Hafner & Oliver Linton & Haihan Tang, 2016. "Estimation of a multiplicative covariance structure in the large dimensional case," CeMMAP working papers CWP52/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Fang, Qian & Yu, Chen & Weiping, Zhang, 2020. "Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 176(C).
- Li, Degui, 2024. "Estimation of Large Dynamic Covariance Matrices: A Selective Review," Econometrics and Statistics, Elsevier, vol. 29(C), pages 16-30.
- Yin Xia & Lexin Li, 2017. "Hypothesis testing of matrix graph model with application to brain connectivity analysis," Biometrics, The International Biometric Society, vol. 73(3), pages 780-791, September.
- Zeyu Wu & Cheng Wang & Weidong Liu, 2023. "A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(4), pages 619-648, August.
- Niu, Lu & Liu, Xiumin & Zhao, Junlong, 2020. "Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate," Journal of Multivariate Analysis, Elsevier, vol. 177(C).
- Dong Liu & Changwei Zhao & Yong He & Lei Liu & Ying Guo & Xinsheng Zhang, 2023. "Simultaneous cluster structure learning and estimation of heterogeneous graphs for matrix‐variate fMRI data," Biometrics, The International Biometric Society, vol. 79(3), pages 2246-2259, September.
- Pircalabelu, Eugen & Claeskens, Gerda, 2021. "Linear manifold modeling and graph estimation based on multivariate functional data with different coarseness scales," LIDAM Discussion Papers ISBA 2021032, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Fangting Zhou & Kejun He & Kunbo Wang & Yanxun Xu & Yang Ni, 2023. "Functional Bayesian networks for discovering causality from multivariate functional data," Biometrics, The International Biometric Society, vol. 79(4), pages 3279-3293, December.
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