Ridge estimation of the VAR(1) model and its time series chain graph from multivariate time-course omics data

DOI10.1002/bimj.201500269zbMath1357.62319OpenAlexW2556877151WikidataQ31146147 ScholiaQ31146147MaRDI QIDQ140960

Wessel N. van Wieringen, Saskia M. Wilting, Viktorian Miok, Viktorian Miok, Wessel N. van Wieringen, Saskia M. Wilting

Publication date: 7 November 2016

Published in: Biometrical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/bimj.201500269

zbMATH Keywords

maximum likelihoodcervical cancerconstrained estimationvector autoregressive processknown network support

Mathematics Subject Classification ID

Related Items (4)

Globaltest confidence regions and their application to ridge regression ⋮ The Generalized Ridge Estimator of the Inverse Covariance Matrix ⋮ A parallel algorithm for ridge-penalized estimation of the multivariate exponential family from data of mixed types ⋮ ragt2ridges

Uses Software

• R
• CRAN
• vsn
• fdrtool
• microbenchmark
• KEGG
• ragt2ridges

Cites Work

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• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Large-Scale Simultaneous Hypothesis Testing
• Elements of Information Theory
• Exploration, normalization, and summaries of high density oligonucleotide array probe level data
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Networks
• Graphical interaction models for multivariate time series.
• Comments on: Augmenting the bootstrap to analyze high dimensional genomic data

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