Covariance selection and multivariate dependence

DOI10.1016/J.JMVA.2011.11.002zbMATH Open1236.62053OpenAlexW2057534309MaRDI QIDQ765841FDOQ765841

Bhaskar Bhattacharya

Publication date: 22 March 2012

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.11.002

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zbMATH Keywords

multivariate normal distributionlongitudinal dataassociationconvergenceempirical entropycovariance structure analysisnon-normalityFenchel duality\(MTP_{2}\)I-projection

Mathematics Subject Classification ID

Multivariate analysis (62H99) Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in multivariate analysis (62H12) Applications of mathematical programming (90C90) Parametric inference under constraints (62F30)

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Cited In (10)

• Total positivity in exponential families with application to binary variables
• Lectures on dependency. Selected topics in multivariate statistics
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• Maximum likelihood estimation in Gaussian models under total positivity
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• Covariance-based variable selection for compositional data
• Title not available (Why is that?)
• Covariate selection from telematics car driving data
• Investigation of covariance structures in modelling longitudinal ordinal responses with skew normal random effect

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