A Matrix-Variate t Model for Networks
Networks represent a useful tool to describe relationships among financial firms and network analysis has been extensively used in recent years to study financial connectedness. An aspect, which is often neglected, is that network observations come with errors from different sources, such as estimat...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Frontiers Media S.A.
2021-05-01
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Series: | Frontiers in Artificial Intelligence |
Subjects: | |
Online Access: | https://www.frontiersin.org/articles/10.3389/frai.2021.674166/full |