Partial Correlation Estimation by Joint Sparse Regression Models
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Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of the American Statistical Association.
Volume (Year): 104 (2009)
Issue (Month): 486 ()
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- Yin, Jianxin & Li, Hongzhe, 2013. "Adjusting for high-dimensional covariates in sparse precision matrix estimation by ℓ1-penalization," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 365-381.
- Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2014. "A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence," CESifo Working Paper Series 4592, CESifo Group Munich.
- Natalia Bailey & Sean Holly & N. Hashem Pesaran, 2013. "A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence," Cambridge Working Papers in Economics 1362, Faculty of Economics, University of Cambridge.
- Matteo Barigozzi & Christian T. Brownlees, 2013.
"Nets: Network estimation for time series,"
Economics Working Papers
1391, Department of Economics and Business, Universitat Pompeu Fabra.
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