Best permutation analysis

DOI10.1016/j.jmva.2013.03.001zbMath1328.62341OpenAlexW2020012304MaRDI QIDQ2350668

Bala Rajaratnam, Julia Salzman

Publication date: 25 June 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.03.001

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20) Symmetric groups (20B30) Graphical methods in statistics (62A09)

Related Items (6)

A Cholesky-based estimation for large-dimensional covariance matrices ⋮ Ensemble sparse estimation of covariance structure for exploring genetic disease data ⋮ On variable ordination of Cholesky‐based estimation for a sparse covariance matrix ⋮ On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices ⋮ An improved modified cholesky decomposition approach for precision matrix estimation ⋮ An improved banded estimation for large covariance matrix

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