Covariance Matrix Estimation via Network Structure
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Cites work
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- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
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Cited in
(6)- Inward and Outward Network Influence Analysis
- A Time-Varying Network for Cryptocurrencies
- An integrated test on the linear structure of high-dimensional covariance matrices
- Penalized Sparse Covariance Regression with High Dimensional Covariates
- Linear covariance selection model via _1-penalization
- Reduced rank multivariate spatial autoregressive model for large-scale networks
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