Inference on Multi-level Partial Correlations Based on Multi-subject Time Series Data-Reference-Cited by-同舟云学术

Inference on Multi-level Partial Correlations Based on Multi-subject Time Series Data

Published:2021-07-15 Issue: Volume: Page:1-15
ISSN:0162-1459
Container-title:Journal of the American Statistical Association
language:en
Short-container-title:Journal of the American Statistical Association

Author:

Qiu Yumou¹,Zhou Xiao-Hua²

Affiliation:

1. Department of Statistics, Iowa State University, Ames, IA

2. Beijing International Center for Mathematical Research, Department of Biostatistics, and National Engineering Lab for Big Data Analysis and Applications, Peking University, Beijing, China

Funder

National Natural Science Foundation of China

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/01621459.2021.1917417

Reference35 articles.

1. Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

2. Distributed testing and estimation under sparse high dimensional models

3. Complex brain networks: graph theoretical analysis of structural and functional systems

4. A Constrainedℓ1Minimization Approach to Sparse Precision Matrix Estimation

5. Confidence regions for entries of a large precision matrix

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