411 citations · 1.8k across the 35 of their papers we have counts for
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Two-step estimators of high dimensional correlation matrices
Andrés García-Medina, Salvatore Miccichè, Rosario N. Mantegna
We investigate block diagonal and hierarchical nested stochastic multivariate Gaussian models by studying their sample cross-correlation matrix on high dimensions. By performing nu…
A primer on statistically validated networks
Salvatore Miccichè, Rosario Nunzio Mantegna
In this contribution we discuss some approaches of network analysis providing information about single links or single nodes with respect to a null hypothesis taking into account t…
Bootstrap validation of links of a minimum spanning tree
Federico Musciotto, Luca Marotta, Salvatore Miccichè +1
We describe two different bootstrap methods applied to the detection of a minimum spanning tree obtained from a set of multivariate variables. We show that two different bootstrap…