Covariance selection and multivariate dependence
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Publication:765841
DOI10.1016/j.jmva.2011.11.002zbMath1236.62053OpenAlexW2057534309MaRDI QIDQ765841
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
convergencelongitudinal dataassociationFenchel dualitynon-normalitymultivariate normal distributionempirical entropycovariance structure analysis\(MTP_{2}\)I-projection
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Related Items (3)
Total positivity in exponential families with application to binary variables ⋮ Investigation of covariance structures in modelling longitudinal ordinal responses with skew normal random effect ⋮ Maximum likelihood estimation in Gaussian models under total positivity
Cites Work
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- Estimation and testing for lattice conditional independence models on Euclidean Jordan algebras
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- Total positivity order and the normal distribution
- An iterative procedure for general probability measures to obtain \(I\)-projections onto intersections of convex sets
- Events which are almost independent
- Estimation of a covariance matrix with zeros
- Estimation and testing in constrained covariance component models
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