Cited in
(22)- Dependence in elliptical partial correlation graphs
- A unified theory of confidence regions and testing for high-dimensional estimating equations
- Robust sparse Gaussian graphical modeling
- Multiple testing with the structure-adaptive Benjamini-Hochberg algorithm
- Simultaneous inference for pairwise graphical models with generalized score matching
- Robust feature screening for elliptical copula regression model
- High-dimensional inference for cluster-based graphical models
- Minimax estimation of large precision matrices with bandable Cholesky factor
- Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate
- Knorm
- covTest
- KELLER
- PyHawkes
- adaptMT
- spectralGraphTopology
- dSTEM
- wdm
- glassoFast
- ElliptCopulas
- Post-regularization inference for time-varying nonparanormal graphical models
- Inference for high-dimensional varying-coefficient quantile regression
- Rejoinder of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
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