Sparsistency and rates of convergence in large covariance matrix estimation (Q1043730): Difference between revisions

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-Jianqing Fan
@@ Property / author: Jianqing Fan / rank @@
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+Jianqing Fan
@@ Property / author: Jianqing Fan / rank @@
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+glasso
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+.3933
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+Covariance regularization by thresholding
@@ Property / cites work: Covariance regularization by thresholding / rank @@
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@@ Property / cites work @@
+Regularized estimation of large covariance matrices
+Normal rank
@@ Property / cites work @@
+First-Order Methods for Sparse Covariance Selection
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@@ Property / cites work @@
+Nonparametric Estimation of Covariance Structure in Longitudinal Data
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@@ Property / cites work @@
+Operator norm consistent estimation of large-dimensional sparse covariance matrices
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@@ Property / cites work @@
+Network exploration via the adaptive LASSO and SCAD penalties
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
+Normal rank
@@ Property / cites work @@
+Nonconcave penalized likelihood with a diverging number of parameters.
+Normal rank
@@ Property / cites work @@
+Sparse inverse covariance estimation with the graphical lasso
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@@ Property / cites work @@
+Asymptotic properties of bridge estimators in sparse high-dimensional regression models
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+Covariance matrix selection and estimation via penalised  normal likelihood
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@@ Property / cites work @@
+Sparse estimation of large covariance matrices via a nested Lasso penalty
+Normal rank
@@ Property / cites work @@
+The Group Lasso for Logistic Regression
@@ Property / cites work: The Group Lasso for Logistic Regression / rank @@
+Normal rank
@@ Property / cites work @@
+High-dimensional graphs and variable selection with the Lasso
+Normal rank
@@ Property / cites work @@
+Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
+Normal rank
@@ Property / cites work @@
+Sparse permutation invariant covariance estimation
+Normal rank
@@ Property / cites work @@
+Parsimonious Covariance Matrix Estimation for Longitudinal Data
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@@ Property / cites work @@
+Efficient estimation of covariance selection models
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of large covariance matrices of longitudinal data
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@@ Property / cites work @@
+Model selection and estimation in the Gaussian graphical model
+Normal rank
@@ Property / cites work @@
+Q3174050
@@ Property / cites work: Q3174050 / rank @@
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@@ Property / cites work @@
+The Adaptive Lasso and Its Oracle Properties
@@ Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank @@
+Normal rank
@@ Property / cites work @@
+One-step sparse estimates in nonconcave penalized likelihood models
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1043730