Sparse covariance matrix estimation in high-dimensional deconvolution (Q2419664): Difference between revisions

@@ Property / describes a project that uses @@
+glasso
@@ Property / describes a project that uses: glasso / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.10870
@@ Property / arXiv ID: 1710.10870 / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral calibration of exponential Lévy models
@@ Property / cites work: Spectral calibration of exponential Lévy models / rank @@
+Normal rank
@@ Property / cites work @@
+Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes
+Normal rank
@@ Property / cites work @@
+Sparse covariance matrix estimation in high-dimensional deconvolution
+Normal rank
@@ Property / cites work @@
+Covariance regularization by thresholding
@@ Property / cites work: Covariance regularization by thresholding / rank @@
+Normal rank
@@ Property / cites work @@
+Regularized estimation of large covariance matrices
+Normal rank
@@ Property / cites work @@
+Minimax estimation of the noise level and of the deconvolution density in a semiparametric convolution model
+Normal rank
@@ Property / cites work @@
+Adaptivity in convolution models with partially known noise distribution
+Normal rank
@@ Property / cites work @@
+Sharp Optimality in Density Deconvolution with Dominating Bias. I
+Normal rank
@@ Property / cites work @@
+Adaptive Thresholding for Sparse Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
+Normal rank
@@ Property / cites work @@
+Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data
+Normal rank
@@ Property / cites work @@
+Optimal rates of convergence for covariance matrix estimation
+Normal rank
@@ Property / cites work @@
+Q3145535
@@ Property / cites work: Q3145535 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Rates of Convergence for Deconvolving a Density
+Normal rank
@@ Property / cites work @@
+Data-Driven Density Estimation in the Presence of Additive Noise with unknown Distribution
+Normal rank
@@ Property / cites work @@
+Q3058567
@@ Property / cites work: Q3058567 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive quantile estimation in deconvolution with unknown error distribution
+Normal rank
@@ Property / cites work @@
+Methodology for Non-Parametric Deconvolution When the Error Distribution is Unknown
+Normal rank
@@ Property / cites work @@
+On deconvolution with repeated measurements
@@ Property / cites work: On deconvolution with repeated measurements / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric function estimation under Fourier-oscillating noise
+Normal rank
@@ Property / cites work @@
+Multiscale inference for multivariate deconvolution
+Normal rank
@@ Property / cites work @@
+Operator norm consistent estimation of large-dimensional sparse covariance matrices
+Normal rank
@@ Property / cites work @@
+On the optimal rates of convergence for nonparametric deconvolution problems
+Normal rank
@@ Property / cites work @@
+Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection
+Normal rank
@@ Property / cites work @@
+An overview of the estimation of large covariance and precision matrices
+Normal rank
@@ Property / cites work @@
+High-dimensional covariance matrix estimation in approximate factor models
+Normal rank
@@ Property / cites work @@
+Large Covariance Estimation by Thresholding Principal Orthogonal Complements
+Normal rank
@@ Property / cites work @@
+Q3996150
@@ Property / cites work: Q3996150 / rank @@
+Normal rank
@@ Property / cites work @@
+Sparse inverse covariance estimation with the graphical lasso
+Normal rank
@@ Property / cites work @@
+Mathematical Foundations of Infinite-Dimensional Statistical Models
+Normal rank
@@ Property / cites work @@
+A remark on the rates of convergence for integrated volatility estimation in the presence of jumps
+Normal rank
@@ Property / cites work @@
+Deconvolution with unknown error distribution
@@ Property / cites work: Deconvolution with unknown error distribution / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive density estimation in deconvolution problems with unknown error distribution
+Normal rank
@@ Property / cites work @@
+Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
+Normal rank
@@ Property / cites work @@
+Sparsistency and rates of convergence in large covariance matrix estimation
+Normal rank
@@ Property / cites work @@
+Lower bounds in the convolution structure density model
+Normal rank
@@ Property / cites work @@
+High-dimensional covariance matrix estimation with missing observations
+Normal rank
@@ Property / cites work @@
+On nonparametric confidence intervals
@@ Property / cites work: On nonparametric confidence intervals / rank @@
+Normal rank
@@ Property / cites work @@
+Strong consistency and rates for deconvolution of multivariate densities of stationary processes
+Normal rank
@@ Property / cites work @@
+Deconvolution from Fourier-oscillating error densities under decay and smoothness restrictions
+Normal rank
@@ Property / cites work @@
+On the effect of estimating the error density in nonparametric deconvolution
+Normal rank
@@ Property / cites work @@
+Exponential screening and optimal rates of sparse estimation
+Normal rank
@@ Property / cites work @@
+Q4928580
@@ Property / cites work: Q4928580 / rank @@
+Normal rank
@@ Property / cites work @@
+Positive definite estimators of large covariance matrices
+Normal rank
@@ Property / cites work @@
+Generalized Thresholding of Large Covariance Matrices
+Normal rank
@@ Property / cites work @@
+Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors
+Normal rank
@@ Property / cites work @@
+Introduction to nonparametric estimation
@@ Property / cites work: Introduction to nonparametric estimation / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2419664