Adaptive estimation of covariance matrices via Cholesky decomposition (Q1952094): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q4769776 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3096116 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gaussian model selection with an unknown variance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Covariance regularization by thresholding / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularized estimation of large covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Lower Bound for Multiple Hypothesis Testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimum contrast estimators on sieves: Exponential bounds and rates of convergence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimal penalties for Gaussian model selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Least angle regression. (With discussion) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Operator norm consistent estimation of large-dimensional sparse covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Network exploration via the adaptive LASSO and SCAD penalties / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sparse inverse covariance estimation with the graphical lasso / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants / rank
 
Normal rank
Property / cites work
 
Property / cites work: Covariance matrix selection and estimation via penalised normal likelihood / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distribution of the largest eigenvalue in principal components analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3174091 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sparsistency and rates of convergence in large covariance matrix estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382293 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A well-conditioned estimator for large-dimensional covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sparse estimation of large covariance matrices via a nested Lasso penalty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4217272 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3813073 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sparse permutation invariant covariance estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: High-dimensional Gaussian model selection on a Gaussian design / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation of large covariance matrices of longitudinal data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4356002 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Model selection and estimation in the Gaussian graphical model / rank
 
Normal rank
Property / cites work
 
Property / cites work: The sparsity and bias of the LASSO selection in high-dimensional linear regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3174050 / rank
 
Normal rank

Latest revision as of 11:39, 6 July 2024

scientific article
Language Label Description Also known as
English
Adaptive estimation of covariance matrices via Cholesky decomposition
scientific article

    Statements

    Adaptive estimation of covariance matrices via Cholesky decomposition (English)
    0 references
    0 references
    27 May 2013
    0 references
    covariance matrix
    0 references
    banding
    0 references
    Cholesky decomposition
    0 references
    directed graphical models
    0 references
    penalized criterion
    0 references
    minimax rate of estimation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references