Power-law partial correlation network models
DOI10.1214/18-EJS1478zbMATH Open1403.62093OpenAlexW2890368848WikidataQ129250854 ScholiaQ129250854MaRDI QIDQ1786580FDOQ1786580
Authors: Matteo Barigozzi, Christian Brownlees, Gábor Lugosi 
Publication date: 24 September 2018
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1537257629
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Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Random graphs (graph-theoretic aspects) (05C80)
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Cited In (5)
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- Bayesian nonparametric sparse VAR models
- Fluctuation scaling and covariance matrix of constituents' flows on a bipartite graph empirical analysis with high-frequency financial data based on a Poisson mixture model
- The Zipf-polylog distribution: modeling human interactions through social networks
- How to measure interconnectedness between banks, insurers and financial conglomerates
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