A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models
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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
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
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