Partial estimation of covariance matrices (Q714954): Difference between revisions

@@ Property / DOI @@
-.1007/s00440-011-0349-4
@@ Property / DOI: 10.1007/s00440-011-0349-4 / rank @@
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@@ Property / author @@
-R. V. Vershinin
@@ Property / author: R. V. Vershinin / rank @@
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@@ Property / author @@
+R. V. Vershinin
@@ Property / author: R. V. Vershinin / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2044825056
@@ Property / OpenAlex ID: W2044825056 / rank @@
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@@ Property / arXiv ID @@
+.1716
@@ Property / arXiv ID: 1008.1716 / rank @@
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@@ 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
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@@ Property / cites work @@
+Optimal rates of convergence for covariance matrix estimation
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@@ Property / cites work @@
+Q4227575
@@ Property / cites work: Q4227575 / rank @@
+Normal rank
@@ Property / cites work @@
+Operator norm consistent estimation of large-dimensional sparse covariance matrices
+Normal rank
@@ Property / cites work @@
+Compressive Sensing
@@ Property / cites work: Compressive Sensing / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
+Normal rank
@@ Property / cites work @@
+A limit theorem for the norm of random matrices
@@ Property / cites work: A limit theorem for the norm of random matrices / rank @@
+Normal rank
@@ Property / cites work @@
+On the distribution of the largest eigenvalue in principal components analysis
+Normal rank
@@ Property / cites work @@
+On Consistency and Sparsity for Principal Components Analysis in High Dimensions
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@@ Property / cites work @@
+Q3997990
@@ Property / cites work: Q3997990 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5531480
@@ Property / cites work: Q5531480 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Thresholding of Large Covariance Matrices
+Normal rank
@@ Property / cites work @@
+A new approach to Cholesky-based covariance regularization in high dimensions
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@@ Property / cites work @@
+The smallest eigenvalue of a large dimensional Wishart matrix
+Normal rank
@@ Property / cites work @@
+Invertibility of symmetric random matrices
@@ Property / cites work: Invertibility of symmetric random matrices / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S00440-011-0349-4
@@ Property / DOI: 10.1007/S00440-011-0349-4 / rank @@
+Normal rank