Individual-specific, sparse inverse covariance estimation in generalized estimating equations

DOI10.1016/j.spl.2016.10.023zbMath1463.62167OpenAlexW2553497748MaRDI QIDQ504468

Edward H. Ip, Qiang Zhang, Robert J. Plemmons, Jun-Hao Pan

Publication date: 16 January 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.10.023

zbMATH Keywords

orthogonal matching pursuitcovariance modeling

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12)

Uses Software

• glasso
• GEEQBOX
• astsa

Cites Work

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