Inferences on blockwise correlation matrix with unknown group structure
From MaRDI portal
Cites work
- A Bernstein type inequality and moderate deviations for weakly dependent sequences
- A model-based ultrametric composite indicator for studying waste management in Italian municipalities
- A New Parametrization of Correlation Matrices
- A well-conditioned estimator for large-dimensional covariance matrices
- Analytical nonlinear shrinkage of large-dimensional covariance matrices
- Averaged gene expressions for regression
- Community Detection in Partial Correlation Network Models
- Computing the nearest correlation matrix--a problem from finance
- Consistency of spectral clustering in stochastic block models
- Consistently determining the number of factors in multivariate volatility modelling
- Corrected Bayesian information criterion for stochastic block models
- Covariance estimation: the GLM and regularization perspectives
- Covariance Matrix Estimation for High-Throughput Biomedical Data with Interconnected Communities
- Dimension reduction for covariates in network data
- Dynamic Equicorrelation
- Factor modeling for high-dimensional time series: inference for the number of factors
- Factor profiled sure independence screening
- Gaussian mixture model with an extended ultrametric covariance structure
- Hierarchical disjoint principal component analysis
- High-dimensional covariance matrix estimation in approximate factor models
- High-dimensional inference for cluster-based graphical models
- High-dimensional test for alpha in linear factor pricing models with sparse alternatives
- High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition
- scientific article; zbMATH DE number 1347881 (Why is no real title available?)
- scientific article; zbMATH DE number 7255095 (Why is no real title available?)
- scientific article; zbMATH DE number 5224144 (Why is no real title available?)
- Hypothesis Testing for Block-structured Correlation for High Dimensional Variables
- Modeling Financial Time Series with S-PLUS®
- Modelling structured correlation matrices
- Parsimonious ultrametric Gaussian mixture models
- Second-order disjoint factor analysis
- Simultaneous estimation and group identification for network vector autoregressive model with heterogeneous nodes
- Spectral clustering and the high-dimensional stochastic blockmodel
- Strong Consistency of Spectral Clustering for Stochastic Block Models
- Testing block-diagonal covariance structure for high-dimensional data under non-normality
- Tests for high-dimensional covariance matrices
- The cluster graphical Lasso for improved estimation of Gaussian graphical models
- The interplay of demographic variables and social distancing scores in deep prediction of U.S. COVID-19 cases
- The ultrametric correlation matrix for modelling hierarchical latent concepts
This page was built for publication: Inferences on blockwise correlation matrix with unknown group structure
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7355554)