High-dimensional partial correlation coefficients: A survey study of estimation Methods

DOI10.1080/03610926.2024.2348075MaRDI QIDQ7029820zbMATH OpenFDO

Authors Jingying Yang, Xu Qin

Publication date 10 February 2025

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2024.2348075

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Asymmetric conditional correlations in stock returns
• Coordinate descent algorithm for covariance graphical Lasso
• Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
• Copula-based Partial Correlation Screening: a Joint and Robust Approach
• Estimation of partial correlation matrices using Cholesky decomposition
• High dimensional covariance matrix estimation using a factor model
• High-dimensional linear mixed model selection by partial correlation
• scientific article; zbMATH DE number 992990 (Why is no real title available?)
• scientific article; zbMATH DE number 1134987 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Nearly unbiased variable selection under minimax concave penalty
• Partial correlation estimation by joint sparse regression models
• Partial correlation with copula modeling
• Relaxed Lasso
• Scaled sparse linear regression
• Sparse inverse covariance estimation with the graphical lasso
• Sparse matrix inversion with scaled Lasso
• The Computation of Partial Correlation Coefficients
• The Elements of Statistical Learning
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

This page was built for publication: High-dimensional partial correlation coefficients: A survey study of estimation Methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7029820)