Large covariance estimation through elliptical factor models (Q2413594): Difference between revisions

@@ Property / cites work @@
+Noisy matrix decomposition via convex relaxation: optimal rates in high dimensions
+Normal rank
@@ Property / cites work @@
+High-dimensional analysis of semidefinite relaxations for sparse principal components
+Normal rank
@@ Property / cites work @@
+Regularization of Wavelet Approximations
@@ Property / cites work: Regularization of Wavelet Approximations / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical analysis of factor models of high dimension
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
+Normal rank
@@ Property / cites work @@
+Principal components estimation and identification of static factors
+Normal rank
@@ Property / cites work @@
+\(\ell_1\)-penalized quantile regression in high-dimensional sparse models
+Normal rank
@@ Property / cites work @@
+An efficient and robust adaptive estimator of location
+Normal rank
@@ Property / cites work @@
+Optimal detection of sparse principal components in high dimension
+Normal rank
@@ Property / cites work @@
+On adaptive estimation
@@ Property / cites work: On adaptive estimation / 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 @@
+Minimax bounds for sparse PCA with noisy high-dimensional data
+Normal rank
@@ Property / cites work @@
+Adaptive Thresholding for Sparse Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Sparse PCA: optimal rates and adaptive estimation
@@ Property / cites work: Sparse PCA: optimal rates and adaptive estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal estimation and rank detection for sparse spiked covariance matrices
+Normal rank
@@ Property / cites work @@
+Optimal rates of convergence for estimating Toeplitz covariance matrices
+Normal rank
@@ Property / cites work @@
+Optimal rates of convergence for covariance matrix estimation
+Normal rank
@@ Property / cites work @@
+Optimal rates of convergence for sparse covariance matrix estimation
+Normal rank
@@ Property / cites work @@
+Covariate-adjusted precision matrix estimation with an application in genetical genomics
+Normal rank
@@ Property / cites work @@
+Challenging the empirical mean and empirical variance: a deviation study
+Normal rank
@@ Property / cites work @@
+Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
+Normal rank
@@ Property / cites work @@
+Latent variable graphical model selection via convex optimization
+Normal rank
@@ Property / cites work @@
+Rank-Sparsity Incoherence for Matrix Decomposition
+Normal rank
@@ Property / cites work @@
+A multivariate version of kendall's τ
@@ Property / cites work: A multivariate version of kendall's τ / rank @@
+Normal rank
@@ Property / cites work @@
+Fast algorithms for the calculation of Kendall's \(\tau\)
+Normal rank
@@ Property / cites work @@
+Statistical Tools for Finance and Insurance
@@ Property / cites work: Statistical Tools for Finance and Insurance / rank @@
+Normal rank
@@ Property / cites work @@
+Q5310546
@@ Property / cites work: Q5310546 / rank @@
+Normal rank
@@ Property / cites work @@
+The Rotation of Eigenvectors by a Perturbation. III
+Normal rank
@@ Property / cites work @@
+Robust estimation of constrained covariance matrices for confirmatory factor analysis
+Normal rank
@@ Property / cites work @@
+The spatial sign covariance matrix with unknown location
+Normal rank
@@ Property / cites work @@
+Operator norm consistent estimation of large-dimensional sparse covariance matrices
+Normal rank
@@ Property / cites work @@
+Adaptive robust variable selection
@@ Property / cites work: Adaptive robust variable selection / rank @@
+Normal rank
@@ Property / cites work @@
+High dimensional covariance matrix estimation using a factor model
+Normal rank
@@ Property / cites work @@
+Network exploration via the adaptive LASSO and SCAD penalties
+Normal rank
@@ Property / cites work @@
+Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
+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 @@
+Projected principal component analysis in factor models
+Normal rank
@@ Property / cites work @@
+QUADRO: a supervised dimension reduction method via Rayleigh quotient optimization
+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 @@
+Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
+Normal rank
@@ Property / cites work @@
+The Influence Curve and Its Role in Robust Estimation
+Normal rank
@@ Property / cites work @@
+Scale-Invariant Sparse PCA on High-Dimensional Meta-Elliptical Data
+Normal rank
@@ Property / cites work @@
+ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions
+Normal rank
@@ Property / cites work @@
+Statistical analysis of latent generalized correlation matrix estimation in transelliptical distribution
+Normal rank
@@ Property / cites work @@
+Robust Matrix Decomposition With Sparse Corruptions
+Normal rank
@@ Property / cites work @@
+Robust Estimation of a Location Parameter
@@ Property / cites work: Robust Estimation of a Location Parameter / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate extremes, aggregation and dependence in elliptical distributions
+Normal rank
@@ Property / cites work @@
+On Consistency and Sparsity for Principal Components Analysis in High Dimensions
+Normal rank
@@ Property / cites work @@
+Q5789918
@@ Property / cites work: Q5789918 / rank @@
+Normal rank
@@ Property / cites work @@
+A Computer Method for Calculating Kendall's Tau with Ungrouped Data
+Normal rank
@@ Property / cites work @@
+Q3413299
@@ Property / cites work: Q3413299 / rank @@
+Normal rank
@@ Property / cites work @@
+Sparsistency and rates of convergence in large covariance matrix estimation
+Normal rank
@@ Property / cites work @@
+Partial estimation of covariance matrices
@@ Property / cites work: Partial estimation of covariance matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Robust singular value decomposition analysis of microarray data
+Normal rank
@@ Property / cites work @@
+Sparse principal component analysis and iterative thresholding
+Normal rank
@@ Property / cites work @@
+Some robust estimates of principal components
@@ Property / cites work: Some robust estimates of principal components / rank @@
+Normal rank
@@ Property / cites work @@
+High-dimensional graphs and variable selection with the Lasso
+Normal rank
@@ Property / cites work @@
+Q2933998
@@ Property / cites work: Q2933998 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust factor analysis.
@@ Property / cites work: Robust factor analysis. / rank @@
+Normal rank
@@ Property / cites work @@
+High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
+Normal rank
@@ Property / cites work @@
+Generalized Thresholding of Large Covariance Matrices
+Normal rank
@@ Property / cites work @@
+Alternatives to the Median Absolute Deviation
@@ Property / cites work: Alternatives to the Median Absolute Deviation / rank @@
+Normal rank
@@ Property / cites work @@
+Consistency of sparse PCA in high dimension, low sample size contexts
+Normal rank
@@ Property / cites work @@
+Introduction to nonparametric estimation
@@ Property / cites work: Introduction to nonparametric estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Radial estimates and the test for sphericity
@@ Property / cites work: Radial estimates and the test for sphericity / rank @@
+Normal rank
@@ Property / cites work @@
+Linear programming. Foundations and extensions.
@@ Property / cites work: Linear programming. Foundations and extensions. / rank @@
+Normal rank
@@ Property / cites work @@
+Sign and rank covariance matrices
@@ Property / cites work: Sign and rank covariance matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Elliptical graphical modelling
@@ Property / cites work: Elliptical graphical modelling / rank @@
+Normal rank
@@ Property / cites work @@
+Minimax sparse principal subspace estimation in high dimensions
+Normal rank
@@ Property / cites work @@
+Asymptotics of empirical eigenstructure for high dimensional spiked covariance
+Normal rank
@@ Property / cites work @@
+Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas
+Normal rank
@@ Property / cites work @@
+Q5323642
@@ Property / cites work: Q5323642 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2896144
@@ Property / cites work: Q2896144 / rank @@
+Normal rank
@@ Property / cites work @@
+Model selection and estimation in the Gaussian graphical model
+Normal rank
@@ Property / cites work @@
+Composite quantile regression and the oracle model selection theory
+Normal rank
@@ Property / OpenAlex ID @@
+W2964287564
@@ Property / OpenAlex ID: W2964287564 / rank @@
+Normal rank