Journal of Econometrics , volume=

High dimensional covariance matrix estimation using a factor model , author= · 2008

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stat.ME · 2026-05-14 · unverdicted · novelty 6.0

Introduces interval graphical lasso to estimate a shared precision matrix for interval-valued data and proves its sparsity and consistency.

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Estimating Precision Matrices for High-Dimensional Interval-Valued Data stat.ME · 2026-05-14 · unverdicted · none · ref 78
Introduces interval graphical lasso to estimate a shared precision matrix for interval-valued data and proves its sparsity and consistency.