In this article, we propose a computationally efficient approach—space (Sparse PArtial Correlation Estimation)—for selecting nonzero partial correlations under the high-dimension-low-sample-size ...

Last month we explored how to model a simple relationship between two variables, such as the dependence of weight on height 1. In the more realistic scenario of dependence on several variables, we can ...

Journal of the Royal Statistical Society. Series D (The Statistician), Vol. 50, No. 1 (2001), pp. 87-95 (9 pages) In a regression setting, the partial correlation coefficient is often used as a ...