Publication:141126

DOI10.48550/arXiv.1501.01617zbMath1456.62102arXiv1501.01617WikidataQ102152496 ScholiaQ102152496MaRDI QIDQ141126

Jianqing Fan, Lucy Xia, Yang Feng, Jianqing Fan, Lucy Xia, Yang Feng

Publication date: 7 January 2015

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.01617

zbMATH Keywords

projection; factor model; graphical model; distance covariance; conditional dependence

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62-08: Computational methods for problems pertaining to statistics

62G10: Nonparametric hypothesis testing

62H12: Estimation in multivariate analysis

62H22: Probabilistic graphical models

Related Items

Unnamed Item, Distributed testing on mutual independence of massive multivariate data, Local dependence test between random vectors based on the robust conditional Spearman's \(\rho\) and Kendall's \(\tau\), The Hardness of Conditional Independence Testing and the Generalised Covariance Measure, A simple measure of conditional dependence, pgraph, Reproducible learning in large-scale graphical models, Algorithms for convex hull finding in undirected graphical models

Uses Software

• R
• glasso
• GAMLSS
• MIM
• multivariance
• FarmTest
• pgraph

Cites Work

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