Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data
DOI10.1016/J.JMVA.2019.104580zbMATH Open1435.62190OpenAlexW2995084795WikidataQ126563462 ScholiaQ126563462MaRDI QIDQ2293546FDOQ2293546
Authors: Q. Fang, Chen Yu, Zhang Weiping 
Publication date: 5 February 2020
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2019.104580
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precision matrixblock Cholesky decompositionbanded block structurebiconvexhigh-dimensional longitudinal data
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Cites Work
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Cited In (9)
- Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination
- Block-diagonal precision matrix regularization for ultra-high dimensional data
- Fast precision estimation in high-dimensional multivariate joint models
- Estimation of banded time-varying precision matrix based on SCAD and group Lasso
- Graphical models for mean and covariance of multivariate longitudinal data
- Title not available (Why is that?)
- Regularized Estimation of Linear Functionals of Precision Matrices for High-Dimensional Time Series
- Ultrahigh dimensional precision matrix estimation via refitted cross validation
- An integrated precision matrix estimation for multivariate regression problems
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