Pages that link to "Item:Q1940774"
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The following pages link to High-dimensional semiparametric Gaussian copula graphical models (Q1940774):
Displayed 50 items.
- Sufficient forecasting using factor models (Q75240) (← links)
- Estimation of high-dimensional graphical models using regularized score matching (Q138467) (← links)
- Gaussian graphical model estimation with false discovery rate control (Q152850) (← links)
- Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (Q265300) (← links)
- Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation (Q282440) (← links)
- Discriminant analysis on high dimensional Gaussian copula model (Q310646) (← links)
- Graphical models via joint quantile regression with component selection (Q321929) (← links)
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models (Q741796) (← links)
- A convex optimization approach to high-dimensional sparse quadratic discriminant analysis (Q820816) (← links)
- Conditional score matching for high-dimensional partial graphical models (Q830589) (← links)
- Rejoinder: ``Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions'' (Q899041) (← links)
- Edge detection in sparse Gaussian graphical models (Q1615220) (← links)
- High dimensional Gaussian copula graphical model with FDR control (Q1658182) (← links)
- Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure (Q1662864) (← links)
- An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532) (← links)
- An exponential inequality for U-statistics under mixing conditions (Q1745277) (← links)
- High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination (Q1753147) (← links)
- Detection of block-exchangeable structure in large-scale correlation matrices (Q1755136) (← links)
- High-dimensional semiparametric Gaussian copula graphical models (Q1940774) (← links)
- ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models (Q1990586) (← links)
- High-dimensional consistency in score-based and hybrid structure learning (Q1991699) (← links)
- Testing for independence of high-dimensional variables: \(\rho V\)-coefficient based approach (Q2181735) (← links)
- A new correlation coefficient for comparing and aggregating non-strict and incomplete rankings (Q2184062) (← links)
- Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks (Q2203624) (← links)
- Bayesian inference in nonparanormal graphical models (Q2226690) (← links)
- Using Bayesian latent Gaussian graphical models to infer symptom associations in verbal autopsies (Q2226709) (← links)
- Dependence in elliptical partial correlation graphs (Q2233572) (← links)
- Estimation of undirected graph with finite mixture of nonparanormal distribution (Q2241476) (← links)
- On principal graphical models with application to gene network (Q2242158) (← links)
- Inference of large modified Poisson-type graphical models: application to RNA-seq data in childhood atopic asthma studies (Q2245161) (← links)
- Sparse semiparametric discriminant analysis (Q2256757) (← links)
- Robust feature screening for elliptical copula regression model (Q2274965) (← links)
- A review of Gaussian Markov models for conditional independence (Q2301082) (← links)
- Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate (Q2306279) (← links)
- Non-asymptotic rate for high-dimensional covariance estimation with non-independent missing observations (Q2322678) (← links)
- A powerful test for ordinal trait genetic association analysis (Q2324981) (← links)
- Learning causal structure from mixed data with missing values using Gaussian copula models (Q2329770) (← links)
- Robust sparse Gaussian graphical modeling (Q2404420) (← links)
- Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso (Q2416782) (← links)
- Structure estimation for discrete graphical models: generalized covariance matrices and their inverses (Q2443211) (← links)
- QUADRO: a supervised dimension reduction method via Rayleigh quotient optimization (Q2515488) (← links)
- Robust and Sparse Estimation of the Inverse Covariance Matrix Using Rank Correlation Measures (Q2963607) (← links)
- Localizing differentially evolving covariance structures via scan statistics (Q3121219) (← links)
- Copula Grow-Shrink Algorithm for Structural Learning (Q3296453) (← links)
- (Q4558531) (← links)
- Kernel-Based Tests for Joint Independence (Q4603812) (← links)
- (Q4614089) (← links)
- Multiple Testing of Submatrices of a Precision Matrix With Applications to Identification of Between Pathway Interactions (Q4690961) (← links)
- Different types of Bernstein operators in inference of Gaussian graphical model (Q4966741) (← links)
- (Q4969096) (← links)