Tosetti E., Vinciotti V., Moscone F. (2018).

Large Network Inference: New Insights. Health Economics , Health Econometrics, Badi baltagi, vol. 294.

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.