Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867): 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 / cites work @@
+Design-free estimation of variance matrices
@@ Property / cites work: Design-free estimation of variance matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral analysis of large dimensional random matrices
+Normal rank
@@ Property / cites work @@
+Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
+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 @@
+Optimal rates of convergence for sparse covariance matrix estimation
+Normal rank
@@ Property / cites work @@
+A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
+Normal rank
@@ Property / cites work @@
+High dimensional covariance matrix estimation using a factor model
+Normal rank
@@ Property / cites work @@
+High-dimensional covariance matrix estimation in approximate factor models
+Normal rank
@@ Property / cites work @@
+Sparse inverse covariance estimation with the graphical lasso
+Normal rank
@@ Property / cites work @@
+Covariance matrix selection and estimation via penalised  normal likelihood
+Normal rank
@@ Property / cites work @@
+Q3185327
@@ Property / cites work: Q3185327 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric eigenvalue-regularized precision or covariance matrix estimator
+Normal rank
@@ Property / cites work @@
+Sparsistency and rates of convergence in large covariance matrix estimation
+Normal rank
@@ Property / cites work @@
+Factor modeling for high-dimensional time series: inference for the number of factors
+Normal rank
@@ Property / cites work @@
+Estimation of latent factors for high-dimensional time series
+Normal rank
@@ Property / cites work @@
+Eigenvectors of some large sample covariance matrix ensembles
+Normal rank
@@ Property / cites work @@
+A well-conditioned estimator for large-dimensional covariance matrices
+Normal rank
@@ Property / cites work @@
+Nonlinear shrinkage estimation of large-dimensional covariance matrices
+Normal rank
@@ Property / cites work @@
+Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions
+Normal rank
@@ Property / cites work @@
+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
+Normal rank
@@ Property / cites work @@
+High-dimensional graphs and variable selection with the Lasso
+Normal rank
@@ Property / cites work @@
+Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters
+Normal rank
@@ Property / cites work @@
+Generalized Thresholding of Large Covariance Matrices
+Normal rank
@@ Property / cites work @@
+Analysis of the limiting spectral distribution of large dimensional random matrices
+Normal rank
@@ Property / cites work @@
+Lectures on the theory of estimation of many parameters
+Normal rank
@@ Property / OpenAlex ID @@
+W2248165318
@@ Property / OpenAlex ID: W2248165318 / rank @@
+Normal rank