메뉴 건너뛰기




Volumn 98, Issue 4, 2011, Pages 935-951

Elliptical graphical modelling

Author keywords

Concentration matrix; Decomposable model; Deviance test; Partial correlation; Tyler matrix

Indexed keywords


EID: 82255163370     PISSN: 00063444     EISSN: 14643510     Source Type: Journal    
DOI: 10.1093/biomet/asr037     Document Type: Article
Times cited : (39)

References (30)
  • 1
    • 11844293410 scopus 로고    scopus 로고
    • Partial correlation and conditional correlation as measures of conditional independence
    • BABA, K., SHIBATA, R. & SIBUYA, M. (2004). Partial correlation and conditional correlation asmeasures of conditional independence. Aust. New. Zeal. J. Statist. 46, 657-64. (Pubitemid 40097481)
    • (2004) Australian and New Zealand Journal of Statistics , vol.46 , Issue.4 , pp. 657-664
    • Baba, K.1    Shibata, R.2    Sibuya, M.3
  • 2
    • 84879521760 scopus 로고    scopus 로고
    • Iterative proportional scaling based on a robust start estimator
    • Ed. C. Weihs and W. Gaul. Heidelberg: Springer
    • BECKER, C. (2005). Iterative proportional scaling based on a robust start estimator. In Classification - The Ubiquitous Challenge, Ed. C. Weihs and W. Gaul. Heidelberg: Springer.
    • (2005) Classification - The Ubiquitous Challenge
    • Becker, C.1
  • 5
    • 0001399709 scopus 로고    scopus 로고
    • Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
    • CROUX, C. & HAESBROECK, G. (1999). Influence function and efficiency of the minimum covariance determinant scatter matrix estimator. J. Mult. Anal. 71, 161-90.
    • (1999) J. Mult. Anal. , vol.71 , pp. 161-90
    • Croux, C.1    Haesbroeck, G.2
  • 9
    • 45849134070 scopus 로고    scopus 로고
    • Sparse inverse covariance estimation with the graphical lasso
    • DOI 10.1093/biostatistics/kxm045
    • FRIEDMAN, J., HASTIE, T. & TIBSHIRANI, R. (2008). Sparse inverse covariance estimation with the graphical lasso. Biostatistics 9, 432-41. (Pubitemid 351882084)
    • (2008) Biostatistics , vol.9 , Issue.3 , pp. 432-441
    • Friedman, J.1    Hastie, T.2    Tibshirani, R.3
  • 10
    • 77955383918 scopus 로고    scopus 로고
    • Robust concentration graph model selection
    • GOTTARD, A. & PACILLO, S. (2010). Robust concentration graph model selection. Comput. Statist. Data Anal. 54, 3070-79.
    • (2010) Comput. Statist. Data Anal. , vol.54 , pp. 3070-79
    • Gottard, A.1    Pacillo, S.2
  • 11
    • 34547337738 scopus 로고    scopus 로고
    • Semiparametrically efficient rank-based inference for shape. II: Optimal R-estimation of shape
    • HALLIN, M., OJA, H. & PAINDAVEINE, D. (2006). Semiparametrically efficient rank-based inference for shape. II: Optimal R-estimation of shape. Ann. Statist. 34, 2757-89.
    • (2006) Ann. Statist. , vol.34 , pp. 2757-89
    • Hallin, M.1    Oja, H.2    Paindaveine, D.3
  • 12
    • 24944574513 scopus 로고    scopus 로고
    • A practical affine equivariant multivariate median
    • DOI 10.1093/biomet/89.4.851
    • HETTMANSPERGER, T. & RANDLES, R. (2002). A practical affine equivariant multivariate median. Biometrika 89, 851-60. (Pubitemid 41311949)
    • (2002) Biometrika , vol.89 , Issue.4 , pp. 851-860
    • Hettmansperger, T.P.1    Randles, R.H.2
  • 13
  • 16
    • 33646771394 scopus 로고    scopus 로고
    • Robust Gaussian graphical modeling
    • DOI 10.1016/j.jmva.2006.02.006, PII S0047259X06000339
    • MIYAMURA, M. & KANO, Y. (2006). Robust Gaussian graphical modeling. J. Mult. Anal. 97, 1525-50. (Pubitemid 43758099)
    • (2006) Journal of Multivariate Analysis , vol.97 , Issue.7 , pp. 1525-1550
    • Miyamura, M.1    Kano, Y.2
  • 17
    • 0344198498 scopus 로고    scopus 로고
    • The affine equivariant sign covariance matrix: Asymptotic behavior and efficiencies
    • DOI 10.1016/S0047-259X(03)00045-9
    • OLLILA, E., OJA, H. & CROUX, C. (2003). The affine equivariant sign covariance matrix: asymptotic behavior and efficiencies. J. Mult. Anal. 87, 328-55. (Pubitemid 37512934)
    • (2003) Journal of Multivariate Analysis , vol.87 , Issue.2 , pp. 328-355
    • Ollila, E.1    Oja, H.2    Croux, C.3
  • 18
    • 1842486837 scopus 로고    scopus 로고
    • Influence function and asymptotic efficiency of the affine equivariant rank covariance matrix
    • OLLILA, E., CROUX, C. & OJA, H. (2004). Influence function and asymptotic efficiency of the affine equivariant rank covariance matrix. Statist. Sinica 14, 297-316. (Pubitemid 38422419)
    • (2004) Statistica Sinica , vol.14 , Issue.1 , pp. 297-316
    • Ollila, E.1    Croux, C.2    Oja, H.3
  • 19
    • 50649097697 scopus 로고    scopus 로고
    • A canonical definition of shape
    • PAINDAVEINE, D. (2008). A canonical definition of shape. Stat. Probab. Lett. 78, 2240-47.
    • (2008) Stat. Probab. Lett. , vol.78 , pp. 2240-47
    • Paindaveine, D.1
  • 20
    • 77956890931 scopus 로고
    • A note on improved likelihood ratio statistics for generalized log linear models
    • PORTEOUS, B. (1985). A note on improved likelihood ratio statistics for generalized log linear models. Biometrika 72, 473-5.
    • (1985) Biometrika , vol.72 , pp. 473-5
    • Porteous, B.1
  • 21
    • 0038897962 scopus 로고
    • Stochastic inequalities relating a class of log-likelihood ratio statistics to their asymptotic ?2 distribution
    • PORTEOUS, B. T. (1989). Stochastic inequalities relating a class of log-likelihood ratio statistics to their asymptotic ?2 distribution. Ann. Statist. 17, 1723-34.
    • (1989) Ann. Statist. , vol.17 , pp. 1723-34
    • Porteous, B.T.1
  • 23
    • 0001584323 scopus 로고
    • Radial estimates and the test for sphericity
    • TYLER, D. E. (1982). Radial estimates and the test for sphericity. Biometrika 69, 429-36.
    • (1982) Biometrika , vol.69 , pp. 429-36
    • Tyler, D.E.1
  • 24
    • 0001076947 scopus 로고
    • Robustness and efficiency properties of scatter matrices
    • TYLER, D. E. (1983). Robustness and efficiency properties of scatter matrices. Biometrika 70, 411-20.
    • (1983) Biometrika , vol.70 , pp. 411-20
    • Tyler, D.E.1
  • 25
    • 0000342767 scopus 로고
    • A distribution-free M-estimator of multivariate scatter
    • TYLER, D. E. (1987). A distribution-free M-estimator of multivariate scatter. Ann. Statist. 15, 234-51.
    • (1987) Ann. Statist. , vol.15 , pp. 234-51
    • Tyler, D.E.1
  • 26
    • 77954533745 scopus 로고    scopus 로고
    • A note on multivariate location and scatter statistics for sparse data sets
    • TYLER, D. E. (2010). A note on multivariate location and scatter statistics for sparse data sets. Stat. Prob. Lett. 80, 1409-13.
    • (2010) Stat. Prob. Lett. , vol.80 , pp. 1409-13
    • Tyler, D.E.1
  • 28
    • 84862753436 scopus 로고    scopus 로고
    • Elliptical graphical modeling in higher dimensions
    • Ed. N. Wessel. July 14-16, 2010, Berlin, Germany
    • VOGEL, D.,DüRRE, A. & FRIED, R. (2010). Elliptical graphical modeling in higher dimensions. In Proc. Int. Biosignal process. Conf. Ed. N. Wessel. July 14-16, 2010, Berlin, Germany.
    • (2010) Proc. Int. Biosignal Process. Conf
    • Vogel, D.1    Dürre, A.2    Fried, R.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.