This chapter reviews graphical modeling techniques for estimating large covariance matrices and their inverse. The chapter provides a selective survey of different models and estimators proposed by the graphical modeling literature and offers some practical examples where these methods could be applied in the area of health economics.

Large network inference: new insights in health economics

Tosetti E.
2018

Abstract

This chapter reviews graphical modeling techniques for estimating large covariance matrices and their inverse. The chapter provides a selective survey of different models and estimators proposed by the graphical modeling literature and offers some practical examples where these methods could be applied in the area of health economics.
2018
Contributions to Economic Analysis
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11577/3419460
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