Hub Discovery in Partial Correlation Graphs
From MaRDI portal
Cited in
(21)- Optimal decision for the market graph identification problem in a sign similarity network
- Stable estimation of a covariance matrix guided by nuclear norm penalties
- Measures of uncertainty in market network analysis
- Estimating sparse networks with hubs
- Structure learning of sparse directed acyclic graphs incorporating the scale-free property
- Gaussian and robust Kronecker product covariance estimation: existence and uniqueness
- Matrix positivity preservers in fixed dimension. I
- A panorama of positivity. II: Fixed dimension
- Network structures uncertainty for different markets
- Graphical Markov models for infinitely many variables
- Complete characterization of Hadamard powers preserving Loewner positivity, monotonicity, and convexity
- Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models
- Preserving positivity for rank-constrained matrices
- Spectral correlation hub screening of multivariate time series
- Functions preserving positive definiteness for sparse matrices
- Optimal Multiple Decision Statistical Procedure for Inverse Covariance Matrix
- Hub Detection in Gaussian Graphical Models
- Introduction to correlation networks: interdisciplinary approaches beyond thresholding
- Sharper dimension-free bounds on the Frobenius distance between sample covariance and its expectation
- An algorithm for finding efficient test-control block designs with correlated observations
- Critical exponents of graphs
This page was built for publication: Hub Discovery in Partial Correlation Graphs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2989800)
