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Volumn , Issue , 2011, Pages 517-520

A shrinkage approach to tracking dynamic networks

Author keywords

Dynamic network; prediction; shrinkage; time varying network; tracking

Indexed keywords

DYNAMIC NETWORK; FUNDAMENTAL PROBLEM; LONG-TERM TREND; MINIMUM MEAN SQUARED ERROR; MODEL-BASED TRACKING; NETWORK DATA; NETWORK DYNAMICS; REAL NETWORKS; SHORT-TERM VARIATIONS; SPATIAL CORRELATIONS; STATIC NETWORKS; TRACK DYNAMICS;

EID: 80052192522     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/SSP.2011.5967747     Document Type: Conference Paper
Times cited : (8)

References (10)
  • 5
    • 0041841552 scopus 로고    scopus 로고
    • Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
    • O. Ledoit and M. Wolf, "Improved estimation of the covariance matrix of stock returns with an application to portfolio selection," J. Empirical Finance, vol. 10, no. 5, pp. 603-621, 2003.
    • (2003) J. Empirical Finance , vol.10 , Issue.5 , pp. 603-621
    • Ledoit, O.1    Wolf, M.2
  • 6
    • 27844521293 scopus 로고    scopus 로고
    • A shrinkage approach to largescale covariance matrix estimation and implications for functional genomics
    • J. Schäfer and K. Strimmer, "A shrinkage approach to largescale covariance matrix estimation and implications for functional genomics," Statist. Applic. Genetics Molec. Biology, vol. 4, no. 1, pp. 32, 2005.
    • (2005) Statist. Applic. Genetics Molec. Biology , vol.4 , Issue.1 , pp. 32
    • Schäfer, J.1    Strimmer, K.2
  • 8
    • 11944253901 scopus 로고    scopus 로고
    • Cambridge University Press, 2nd edition
    • B. Bollobás, Random graphs, Cambridge University Press, 2nd edition, 2001.
    • (2001) Random Graphs
    • Bollobás, B.1
  • 9
    • 70349313631 scopus 로고    scopus 로고
    • Inferring friendship network structure by using mobile phone data
    • N. Eagle, A. Pentland, and D. Lazer, "Inferring friendship network structure by using mobile phone data," Proc. Nat. Acad. Sci., vol. 106, no. 36, pp. 15274-15278, 2009.
    • (2009) Proc. Nat. Acad. Sci. , vol.106 , Issue.36 , pp. 15274-15278
    • Eagle, N.1    Pentland, A.2    Lazer, D.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.