Pages that link to "Item:Q2813898"
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The following pages link to Nonparametric estimation of large covariance matrices of longitudinal data (Q2813898):
Displaying 50 items.
- Latent variable graphical model selection via convex optimization (Q132216) (← links)
- Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
- Estimation of inverse autocovariance matrices for long memory processes (Q282527) (← links)
- Testing super-diagonal structure in high dimensional covariance matrices (Q308372) (← links)
- Robust estimation in joint mean-covariance regression model for longitudinal data (Q379981) (← links)
- Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors (Q385765) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Non-parametric confidence intervals for covariance and correlation (Q483495) (← links)
- Individual-specific, sparse inverse covariance estimation in generalized estimating equations (Q504468) (← links)
- Joint semiparametric mean-covariance model in longitudinal study (Q547328) (← links)
- An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection (Q621755) (← links)
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724) (← links)
- Regularization in statistics (Q882931) (← links)
- An extension of Fisher's discriminant analysis for stochastic processes (Q928855) (← links)
- Shrinkage and model selection with correlated variables via weighted fusion (Q961274) (← links)
- Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832) (← links)
- Covariance regularization by thresholding (Q1000302) (← links)
- An RKHS formulation of the inverse regression dimension-reduction problem (Q1020976) (← links)
- Sparsistency and rates of convergence in large covariance matrix estimation (Q1043730) (← links)
- Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701) (← links)
- Fast symmetric additive covariance smoothing (Q1662117) (← links)
- Efficient Bayesian regularization for graphical model selection (Q1738143) (← links)
- Discussion: Latent variable graphical model selection via convex optimization (Q1940763) (← links)
- Rejoinder: Latent variable graphical model selection via convex optimization (Q1940764) (← links)
- Efficient semiparametric estimation via Cholesky decomposition for longitudinal data (Q1942910) (← links)
- Sparse permutation invariant covariance estimation (Q1951760) (← links)
- High dimensional sparse covariance estimation via directed acyclic graphs (Q1952020) (← links)
- Adaptive estimation of covariance matrices via Cholesky decomposition (Q1952094) (← links)
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence (Q1952214) (← links)
- A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data (Q2008637) (← links)
- Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis (Q2057848) (← links)
- Parsimony inducing priors for large scale state-space models (Q2155306) (← links)
- Minimax estimation of large precision matrices with bandable Cholesky factor (Q2215744) (← links)
- Estimation and inference for precision matrices of nonstationary time series (Q2215745) (← links)
- Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor (Q2252883) (← links)
- NOVELIST estimator of large correlation and covariance matrices and their inverses (Q2273174) (← links)
- Parsimonious mean-covariance modeling for longitudinal data with ARMA errors (Q2287377) (← links)
- Spatial disease mapping using directed acyclic graph auto-regressive (DAGAR) models (Q2290712) (← links)
- Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
- Nonparametric estimation of conditional distribution functions and rank-tracking probabilities with longitudinal data (Q2320837) (← links)
- A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables (Q2323372) (← links)
- Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (Q2341886) (← links)
- Asymptotically optimal estimating equation with strongly consistent solutions for longitudinal data (Q2437887) (← links)
- Covariance and precision matrix estimation for high-dimensional time series (Q2443210) (← links)
- Joint estimation of mean-covariance model for longitudinal data with basis function approximations (Q2445806) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Regularized estimation of large covariance matrices (Q2477058) (← links)
- Sparse estimation of large covariance matrices via a nested Lasso penalty (Q2482977) (← links)
- Semiparametric GEE analysis in partially linear single-index models for longitudinal data (Q2515493) (← links)
- Sparse and low-rank covariance matrix estimation (Q2516376) (← links)
