The shape of partial correlation matrices

DOI10.1080/03610926.2020.1811338OpenAlexW3083270050MaRDI QIDQ5079819

Paul P. Wellingerhof, Francis Tuerlinckx, Wolf Vanpaemel, Ginette Lafit, Tim Loossens, Richard Artner

Publication date: 30 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/660466

zbMATH Keywords

graphical modelsconcentration matrixpartial correlationselliptical tetrahedron

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• R

Cites Work

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• Efficient estimation of covariance selection models
• Partial correlation matrix estimation using ridge penalty followed by thresholding and re-estimation
• A connection between the partial correlation coefficient and the correlation coefficient of certain residuals
• PARTIAL CORRELATION AND CONDITIONAL CORRELATION AS MEASURES OF CONDITIONAL INDEPENDENCE
• Tridiagonal Toeplitz matrices: properties and novel applications
• High-Dimensional Gaussian Graphical Model Selection: Walk Summability and Local Separation Criterion

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