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.
Moscone, F., Vinciotti, V. and Tosetti, E. (2018), "Large Network Inference: New Insights in Health Economics", Health Econometrics (Contributions to Economic Analysis, Vol. 294), Emerald Publishing Limited, pp. 359-378. https://doi.org/10.1108/S0573-855520180000294019Download as .RIS
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