most citedEstimation for ultra-high dimensional factor model: a pivotal variable detection based approach

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stat.ME2025

Hub Detection in Gaussian Graphical Models

José Á. Sánchez Gómez, Weibin Mo, Junlong Zhao +1

Graphical models are popular tools for exploring relationships among a set of variables. The Gaussian graphical model (GGM) is an important class of graphical models, where the con…

stat.ME2014★ 2 cited

Estimation for ultra-high dimensional factor model: a pivotal variable detection based approach

Junlong Zhao, Hongyu Zhao, Lixing Zhu

For factor model, the involved covariance matrix often has no row sparse structure because the common factors may lead some variables to strongly associate with many others. Under…