Stat.TH

High-dimensional Index Volatility Models via Stein's Identity
We study the estimation of the parametric components of single and multiple index volatility models. Using the first- and second-order …
Cite DOI arXiv
Estimating Differential Latent Variable Graphical Models with Applications to Brain Connectivity
Differential graphical models are designed to represent the difference between the conditional dependence structures of two groups, and …
Cite DOI arXiv