Khare, Kshitij; Oh, Sang-Yun; Rahman, Syed; Rajaratnam, Bala A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data. (English) Zbl 1447.62048 Mach. Learn. 108, No. 12, 2061-2086 (2019). MSC: 62G30 62J10 62H12 68T05 PDFBibTeX XMLCite \textit{K. Khare} et al., Mach. Learn. 108, No. 12, 2061--2086 (2019; Zbl 1447.62048) Full Text: DOI
Kock, Anders Bredahl; Tang, Haihan Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects. (English) Zbl 1418.62491 Econom. Theory 35, No. 2, 295-359 (2019). MSC: 62P20 62J07 62G30 62J10 62G32 PDFBibTeX XMLCite \textit{A. B. Kock} and \textit{H. Tang}, Econom. Theory 35, No. 2, 295--359 (2019; Zbl 1418.62491) Full Text: DOI arXiv