Dependence in elliptical partial correlation graphs
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Publication:2233572
DOI10.1214/21-EJS1891zbMath1471.62361arXiv2004.13779OpenAlexW3200970059MaRDI QIDQ2233572
Publication date: 11 October 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.13779
graphical modelspartial correlation graphelliptical distributionmultivariate total positivitytranselliptical distribution
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probabilistic graphical models (62H22)
Related Items
Total positivity in multivariate extremes, Partial correlation graphical LASSO, Unnamed Item, Locally associated graphical models and mixed convex exponential families
Uses Software
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