Estimation of high-dimensional seemingly unrelated regression models (Q5861052)
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scientific article; zbMATH DE number 7484571
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| English | Estimation of high-dimensional seemingly unrelated regression models |
scientific article; zbMATH DE number 7484571 |
Statements
Estimation of high-dimensional seemingly unrelated regression models (English)
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4 March 2022
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feasible graphical Lasso estimator
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graphical Lasso
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high-dimensional matrix estimation
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precision matrix
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seemingly unrelated regression
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0.9112192
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0.90534306
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0.9049453
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0.8973678
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0.89643073
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