Cholesky-based model averaging for covariance matrix estimation (Q5880164): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/24754269.2017.1336831
+Normal rank
@@ Property / OpenAlex ID @@
+W2768858086
@@ Property / OpenAlex ID: W2768858086 / rank @@
+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 @@
+Sparse estimation of a covariance matrix
@@ Property / cites work: Sparse estimation of a covariance matrix / rank @@
+Normal rank
@@ Property / cites work @@
+A comparative study of ordinary cross-validation, <i>v</i>-fold cross-validation and the repeated learning-testing methods
+Normal rank
@@ Property / cites work @@
+Local linear estimation of covariance matrices via Cholesky decomposition
+Normal rank
@@ Property / cites work @@
+Q4124103
@@ Property / cites work: Q4124103 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3185327
@@ Property / cites work: Q3185327 / rank @@
+Normal rank
@@ Property / cites work @@
+On the distribution of the largest eigenvalue in principal components analysis
+Normal rank
@@ Property / cites work @@
+On Information and Sufficiency
@@ Property / cites work: On Information and Sufficiency / rank @@
+Normal rank
@@ Property / cites work @@
+A well-conditioned estimator for large-dimensional covariance matrices
+Normal rank
@@ Property / cites work @@
+Sparse estimation of large covariance matrices via a nested Lasso penalty
+Normal rank
@@ Property / cites work @@
+Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
+Normal rank
@@ Property / cites work @@
+A new approach to Cholesky-based covariance regularization in high dimensions
+Normal rank
@@ Property / cites work @@
+Q4337625
@@ Property / cites work: Q4337625 / rank @@
+Normal rank
@@ Property / cites work @@
+Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor
+Normal rank
@@ Property / cites work @@
+Positive-Definite ℓ<sub>1</sub>-Penalized Estimation of Large Covariance Matrices
+Normal rank