Article
Covariate Assisted Principal Regression for Covariance Matrix Outcomes
2018-09-23
Abstract excerpt
Modeling variances in data has been an important topic in many fields, including in financial and neuroimaging analysis. We consider the problem of regressing covariance matrices on a vector covariates, collected from each observational unit. The main aim is to uncover the variation in the covariance matrices across units that are explained by the covariates. This paper introduces Covariate Assisted Principal (CA...
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Identifiers and source
- Literature Corpus work
- 1e59ccf9-dcc4-5e10-82b4-10234f0f3e73
- DOI
- 10.1101/425033
