Pages that link to "Item:Q820791"
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The following pages link to A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery (Q820791):
Displayed 16 items.
- High-dimensional robust approximated \(M\)-estimators for mean regression with asymmetric data (Q2079618) (← links)
- Robust parameter estimation of regression models under weakened moment assumptions (Q2081782) (← links)
- High dimensional generalized linear models for temporal dependent data (Q2108473) (← links)
- Robust covariance estimation for distributed principal component analysis (Q2150893) (← links)
- Differential network inference via the fused D-trace loss with cross variables (Q2180062) (← links)
- Robust Recommendation via Social Network Enhanced Matrix Completion (Q6086157) (← links)
- A framework of regularized low-rank matrix models for regression and classification (Q6089218) (← links)
- Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556) (← links)
- Large volatility matrix analysis using global and national factor models (Q6108334) (← links)
- Rate-optimal robust estimation of high-dimensional vector autoregressive models (Q6117053) (← links)
- Robust matrix estimations meet Frank-Wolfe algorithm (Q6134341) (← links)
- Robust inference for high‐dimensional single index models (Q6140331) (← links)
- Covariance Estimation for Matrix-valued Data (Q6144776) (← links)
- Mining the factor zoo: estimation of latent factor models with sufficient proxies (Q6150517) (← links)
- Robust high-dimensional tuning free multiple testing (Q6183774) (← links)
- Understanding Implicit Regularization in Over-Parameterized Single Index Model (Q6185498) (← links)