Regularized parameter estimation of high dimensional distribution (Q1015875): Difference between revisions

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+https://doi.org/10.1016/j.jspi.2008.10.014
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+W1967922250
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+Q4768455
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+Q4747371
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+Regularized estimation of large covariance matrices
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@@ Property / cites work @@
+Bayesian Inference for Stable Distributions
@@ Property / cites work: Bayesian Inference for Stable Distributions / rank @@
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+Q4139463
@@ Property / cites work: Q4139463 / rank @@
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+Common risk factors in the returns on stocks and bonds
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+Empirical Bayes estimation of the multivariate normal covariance matrix
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+On robust Bayesian analysis for location and scale parameters
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+Covariance matrix selection and estimation via penalised  normal likelihood
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+A well-conditioned estimator for large-dimensional covariance matrices
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+Q4844339
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+Model selection and estimation in the Gaussian graphical model
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