This chapter reviews graphical modeling techniques for estimating large covariance matrices and their inverse. The chapter provides a selective survey of different models and estimators proposed by the graphical modeling literature and offers some practical examples where these methods could be applied in the area of health economics.

Large network inference: new insights in health economics / Moscone, Francesco; Vinciotti, Veronica; Tosetti, Elisa. - 294:(2018), pp. 359-378. [10.1108/S0573-855520180000294019]

Large network inference: new insights in health economics

Vinciotti, Veronica;
2018-01-01

Abstract

This chapter reviews graphical modeling techniques for estimating large covariance matrices and their inverse. The chapter provides a selective survey of different models and estimators proposed by the graphical modeling literature and offers some practical examples where these methods could be applied in the area of health economics.
2018
Health Econometrics
Howard House
Emerald Group Publishing Ltd.
978-1-78714-542-9
978-1-78714-541-2
Moscone, Francesco; Vinciotti, Veronica; Tosetti, Elisa
Large network inference: new insights in health economics / Moscone, Francesco; Vinciotti, Veronica; Tosetti, Elisa. - 294:(2018), pp. 359-378. [10.1108/S0573-855520180000294019]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11572/283002
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