Pages that link to "Item:Q715740"
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The following pages link to How close is the sample covariance matrix to the actual covariance matrix? (Q715740):
Displayed 46 items.
- Bayesian beta regression for bounded responses with unknown supports (Q109170) (← links)
- Bernstein-von Mises theorems for functionals of the covariance matrix (Q309540) (← links)
- Covariance estimation for distributions with \({2+\varepsilon}\) moments (Q378788) (← links)
- On generic chaining and the smallest singular value of random matrices with heavy tails (Q418699) (← links)
- Fast convergence on blind and semi-blind channel estimation for MIMO-OFDM systems (Q736896) (← links)
- Optimal variable selection in multi-group sparse discriminant analysis (Q887251) (← links)
- Bootstrap consistency for quadratic forms of sample averages with increasing dimension (Q906304) (← links)
- The method of perpendiculars of finding estimates from below for minimal singular eigenvalues of random matrices (Q1635517) (← links)
- Multivariate factorizable expectile regression with application to fMRI data (Q1662166) (← links)
- Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions (Q1683689) (← links)
- Row products of random matrices (Q1759375) (← links)
- From low- to high-dimensional moments without magic (Q1800499) (← links)
- Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
- Marcinkiewicz-type discretization of \(L^p\)-norms under the Nikolskii-type inequality assumption (Q2049338) (← links)
- Mahalanobis metric based clustering for fixed effects model (Q2061754) (← links)
- Covariance estimation under one-bit quantization (Q2112828) (← links)
- The power of adaptivity in source identification with time queries on the path (Q2118878) (← links)
- Sampling discretization and related problems (Q2136857) (← links)
- Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction (Q2140870) (← links)
- Linear system identifiability from single-cell data (Q2154846) (← links)
- Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
- Estimating covariance and precision matrices along subspaces (Q2219236) (← links)
- Identification of alterations in the Jacobian of biochemical reaction networks from steady state covariance data at two conditions (Q2249674) (← links)
- Generalized canonical correlation analysis for classification (Q2252903) (← links)
- On the predictive risk in misspecified quantile regression (Q2330755) (← links)
- Preconditioning filter bank decomposition using structured normalized tight frames (Q2336956) (← links)
- Convergence-enhanced subspace channel estimation for MIMO-OFDM systems with virtual carriers (Q2402087) (← links)
- Multiscale geometric methods for data sets. I: Multiscale SVD, noise and curvature. (Q2402490) (← links)
- Restricted isometry property for random matrices with heavy-tailed columns (Q2450279) (← links)
- On the interval of fluctuation of the singular values of random matrices (Q2628338) (← links)
- Robust long-term aircraft heavy maintenance check scheduling optimization under uncertainty (Q2669731) (← links)
- FACTORISABLE MULTITASK QUANTILE REGRESSION (Q4959134) (← links)
- Exponential-Family Embedding With Application to Cell Developmental Trajectories for Single-Cell RNA-Seq Data (Q4999115) (← links)
- Multilevel maximum likelihood estimation with application to covariance matrices (Q5078290) (← links)
- A time-distance trade-off for GDD with preprocessing: instantiating the DLW heuristic (Q5091762) (← links)
- Likelihood Ratio Tests for a Large Directed Acyclic Graph (Q5120668) (← links)
- Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio (Q5129173) (← links)
- Streaming Principal Component Analysis From Incomplete Data (Q5214169) (← links)
- A Simple Tool for Bounding the Deviation of Random Matrices on Geometric Sets (Q5278301) (← links)
- Exploring the toolkit of Jean Bourgain (Q5854476) (← links)
- Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues (Q5881144) (← links)
- Convergence and finite sample approximations of entropic regularized Wasserstein distances in Gaussian and RKHS settings (Q5889893) (← links)
- On the finite-sample analysis of \(\Theta\)-estimators (Q5890849) (← links)
- On the finite-sample analysis of \(\Theta\)-estimators (Q5899659) (← links)
- UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK (Q6145543) (← links)
- Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis (Q6184932) (← links)