Publication:141126

DOI10.48550/arXiv.1501.01617zbMath1456.62102arXiv1501.01617OpenAlexW3005621802WikidataQ102152496 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

projectionfactor modelgraphical modeldistance covarianceconditional dependence

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Probabilistic graphical models (62H22)

Related Items

Unnamed Item ⋮ A post-screening diagnostic study for ultrahigh dimensional data ⋮ An Additive Graphical Model for Discrete Data ⋮ 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 \(\tau\) ⋮ Test of conditional independence in factor models via Hilbert-Schmidt independence criterion ⋮ Algorithms for convex hull finding in undirected graphical models ⋮ 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

Uses Software

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

Cites Work

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