most citedsvReg: Structural Varying-coefficient regression to differentiate how regional brain atrophy affects motor impairment for Huntington disease severity groups

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stat.CO2021

Time Series Graphical Lasso and Sparse VAR Estimation

Aramayis Dallakyan, Rakheon Kim, Mohsen Pourahmadi

We improve upon the two-stage sparse vector autoregression (sVAR) method in Davis et al. (2016) by proposing an alternative two-stage modified sVAR method which relies on time seri…