Covariance selection and multivariate dependence

DOI10.1016/J.JMVA.2011.11.002MaRDI QIDQ765841zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

\(MTP_{2}\)associationconvergencecovariance structure analysisempirical entropyFenchel dualityI-projectionlongitudinal datamultivariate normal distributionnon-normality

Mathematics Subject Classification ID

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

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Cites work

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Cited in

(10)

• Covariate selection from telematics car driving data
• Lectures on dependency. Selected topics in multivariate statistics
• Maximum likelihood estimation in Gaussian models under total positivity
• scientific article; zbMATH DE number 1036033 (Why is no real title available?)
• Covariance-based variable selection for compositional data
• Investigation of covariance structures in modelling longitudinal ordinal responses with skew normal random effect
• scientific article; zbMATH DE number 7168256 (Why is no real title available?)
• scientific article; zbMATH DE number 2200829 (Why is no real title available?)
• scientific article; zbMATH DE number 5226505 (Why is no real title available?)
• Total positivity in exponential families with application to binary variables

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