Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Design-free estimation of variance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectral analysis of large dimensional random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit of the smallest eigenvalue of a large dimensional sample covariance matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Covariance regularization by thresholding / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularized estimation of large covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal rates of convergence for sparse covariance matrix estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms / rank
 
Normal rank
Property / cites work
 
Property / cites work: High dimensional covariance matrix estimation using a factor model / rank
 
Normal rank
Property / cites work
 
Property / cites work: High-dimensional covariance matrix estimation in approximate factor models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sparse inverse covariance estimation with the graphical lasso / rank
 
Normal rank
Property / cites work
 
Property / cites work: Covariance matrix selection and estimation via penalised normal likelihood / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3185327 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric eigenvalue-regularized precision or covariance matrix estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sparsistency and rates of convergence in large covariance matrix estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Factor modeling for high-dimensional time series: inference for the number of factors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of latent factors for high-dimensional time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Eigenvectors of some large sample covariance matrix ensembles / rank
 
Normal rank
Property / cites work
 
Property / cites work: A well-conditioned estimator for large-dimensional covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear shrinkage estimation of large-dimensional covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES / rank
 
Normal rank
Property / cites work
 
Property / cites work: High-dimensional graphs and variable selection with the Lasso / rank
 
Normal rank
Property / cites work
 
Property / cites work: Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized Thresholding of Large Covariance Matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of the limiting spectral distribution of large dimensional random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lectures on the theory of estimation of many parameters / rank
 
Normal rank

Revision as of 02:31, 12 July 2024

scientific article
Language Label Description Also known as
English
Nonparametric eigenvalue-regularized precision or covariance matrix estimator
scientific article

    Statements

    Nonparametric eigenvalue-regularized precision or covariance matrix estimator (English)
    0 references
    0 references
    9 June 2016
    0 references
    high dimensional data analysis
    0 references
    covariance matrix
    0 references
    Stieltjes transform
    0 references
    data splitting
    0 references
    nonlinear shrinkage
    0 references
    factor model
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references