Tensor graphical Lasso for cryptocurrency portfolio analytics
From MaRDI portal
Cites work
- A convex pseudolikelihood framework for high dimensional partial correlation estimation with convergence guarantees
- A Doubly Enhanced EM Algorithm for Model-Based Tensor Clustering
- Bayesian methods in tensor analysis
- Broadcasted nonparametric tensor regression
- Common errors in statistics (and how to avoid them).
- Correlation Tensor Decomposition and Its Application in Spatial Imaging Data
- Effect of Dependence on the Level of Some One-Sample Tests
- Efficiency of pseudolikelihood estimation for simple Gaussian fields
- High-dimensional low-rank tensor autoregressive time series modeling
- Imputed quantile tensor regression for near-sited spatial-temporal data
- Model-Based Tensor Low-Rank Clustering
- Multilinear tensor regression for longitudinal relational data
- On Convergence of Kronecker Graphical Lasso Algorithms
- On the role of local blockchain network features in cryptocurrency price formation
- Optimal Dynamic Treatment Regimes and Partial Welfare Ordering
- Probability and moment inequalities for sums of weakly dependent random variables, with applications
- Simultaneous analysis of Lasso and Dantzig selector
- Statistical query lower bounds for tensor PCA
- Statistical-computational trade-offs in tensor PCA and related problems via communication complexity
- Tensor clustering with planted structures: statistical optimality and computational limits
- Tensor Decompositions and Applications
- Tensor graphical Lasso (TeraLasso)
- Testing for local covariate trend effects in volatility models
- The functional central limit theorem for strongly mixing processes
This page was built for publication: Tensor graphical Lasso for cryptocurrency portfolio analytics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7315793)
