Graphical models via joint quantile regression with component selection
DOI10.1016/J.JMVA.2016.07.012zbMATH Open1397.62242OpenAlexW2511160784MaRDI QIDQ321929FDOQ321929
Authors: Hyonho Chun, Myung Hee Lee, James C. Fleet, Ji Hwan Oh
Publication date: 14 October 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2016.07.012
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Nonparametric regression and quantile regression (62G08) Multivariate analysis (62H99) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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Cited In (5)
- Network tail risk estimation in the European banking system
- Kernel partial correlation: a novel approach to capturing conditional independence in graphical models for noisy data
- IDGM: an approach to estimate the graphical model of interval-valued data
- CRPS Learning
- Quantile graphical models: a Bayesian approach
Uses Software
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