These tools will no longer be maintained as of December 31, 2024. Archived website can be found here. PubMed4Hh GitHub repository can be found here. Contact NLM Customer Service if you have questions.


BIOMARKERS

Molecular Biopsy of Human Tumors

- a resource for Precision Medicine *

102 related articles for article (PubMed ID: 36563324)

  • 1. A novel robust estimation for high-dimensional precision matrices.
    Wang S; Xie C; Kang X
    Stat Med; 2023 Feb; 42(5):656-675. PubMed ID: 36563324
    [TBL] [Abstract][Full Text] [Related]  

  • 2. A Cholesky-based sparse covariance estimation with an application to genes data.
    Li C; Yang M; Wang M; Kang H; Kang X
    J Biopharm Stat; 2021 Sep; 31(5):603-616. PubMed ID: 34057035
    [TBL] [Abstract][Full Text] [Related]  

  • 3. A Cholesky-based estimation for large-dimensional covariance matrices.
    Kang X; Xie C; Wang M
    J Appl Stat; 2020; 47(6):1017-1030. PubMed ID: 35706916
    [TBL] [Abstract][Full Text] [Related]  

  • 4. Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor.
    Wang Y; Daniels MJ
    J Multivar Anal; 2014 Sep; 130():21-26. PubMed ID: 25147413
    [TBL] [Abstract][Full Text] [Related]  

  • 5. Hypothesis testing for band size detection of high-dimensional banded precision matrices.
    An B; Guo J; Liu Y
    Biometrika; 2014 Jun; 101(2):477-483. PubMed ID: 26538662
    [TBL] [Abstract][Full Text] [Related]  

  • 6. Ultrahigh Dimensional Precision Matrix Estimation via Refitted Cross Validation.
    Wang L; Chen Z; Wang CD; Li R
    J Econom; 2020 Mar; 215(1):118-130. PubMed ID: 32773919
    [TBL] [Abstract][Full Text] [Related]  

  • 7. The Bayesian Covariance Lasso.
    Khondker ZS; Zhu H; Chu H; Lin W; Ibrahim JG
    Stat Interface; 2013 Apr; 6(2):243-259. PubMed ID: 24551316
    [TBL] [Abstract][Full Text] [Related]  

  • 8. Robust Estimation of Transition Matrices in High Dimensional Heavy-tailed Vector Autoregressive Processes.
    Qiu H; Xu S; Han F; Liu H; Caffo B
    JMLR Workshop Conf Proc; 2015 Jul; 37():1843-1851. PubMed ID: 28133642
    [TBL] [Abstract][Full Text] [Related]  

  • 9. Joint Estimation of Multiple Precision Matrices with Common Structures.
    Lee W; Liu Y
    J Mach Learn Res; 2015; 16():1035-1062. PubMed ID: 26568704
    [TBL] [Abstract][Full Text] [Related]  

  • 10. Model averaging estimation for high-dimensional covariance matrices with a network structure.
    Zhu R; Zhang X; Ma Y; Zou G
    Econom J; 2021 Jan; 24(1):177-197. PubMed ID: 33746562
    [TBL] [Abstract][Full Text] [Related]  

  • 11. Shrinkage estimators for covariance matrices.
    Daniels MJ; Kass RE
    Biometrics; 2001 Dec; 57(4):1173-84. PubMed ID: 11764258
    [TBL] [Abstract][Full Text] [Related]  

  • 12. Double Robust Efficient Estimators of Longitudinal Treatment Effects: Comparative Performance in Simulations and a Case Study.
    Tran L; Yiannoutsos C; Wools-Kaloustian K; Siika A; van der Laan M; Petersen M
    Int J Biostat; 2019 Feb; 15(2):. PubMed ID: 30811344
    [TBL] [Abstract][Full Text] [Related]  

  • 13. Joint estimation and regularized aggregation of brain network in FMRI data.
    Chung J; Jackson BS; Mcdowell JE; Park C
    J Neurosci Methods; 2021 Dec; 364():109374. PubMed ID: 34600917
    [TBL] [Abstract][Full Text] [Related]  

  • 14. Leveraging auxiliary data to improve precision in inverse probability-weighted analyses.
    Zalla LC; Yang JY; Edwards JK; Cole SR
    Ann Epidemiol; 2022 Oct; 74():75-83. PubMed ID: 35940394
    [TBL] [Abstract][Full Text] [Related]  

  • 15. Simulation-selection-extrapolation: Estimation in high-dimensional errors-in-variables models.
    Nghiem L; Potgieter C
    Biometrics; 2019 Dec; 75(4):1133-1144. PubMed ID: 31260084
    [TBL] [Abstract][Full Text] [Related]  

  • 16. Semiparametric estimation in generalized linear mixed models with auxiliary covariates: a pairwise likelihood approach.
    Liu L; Xiang L
    Biometrics; 2014 Dec; 70(4):910-9. PubMed ID: 25251282
    [TBL] [Abstract][Full Text] [Related]  

  • 17. Estimation of Large-Dimensional Covariance Matrices via Second-Order Stein-Type Regularization.
    Zhang B; Huang H; Chen J
    Entropy (Basel); 2022 Dec; 25(1):. PubMed ID: 36673194
    [TBL] [Abstract][Full Text] [Related]  

  • 18. Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data.
    Kohli P; Garcia TP; Pourahmadi M
    J Multivar Anal; 2016 Mar; 145():87-100. PubMed ID: 38993393
    [TBL] [Abstract][Full Text] [Related]  

  • 19. Robust estimation of high-dimensional covariance and precision matrices.
    Avella-Medina M; Battey HS; Fan J; Li Q
    Biometrika; 2018 Jun; 105(2):271-284. PubMed ID: 30337763
    [TBL] [Abstract][Full Text] [Related]  

  • 20. Doubly robust tests of exposure effects under high-dimensional confounding.
    Dukes O; Avagyan V; Vansteelandt S
    Biometrics; 2020 Dec; 76(4):1190-1200. PubMed ID: 32002989
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 6.