Regularized covariance matrix estimation under the common principal components model (Q5084728): Difference between revisions

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+Sparse estimation of a covariance matrix
@@ Property / cites work: Sparse estimation of a covariance matrix / rank @@
+Normal rank
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+Shrinkage Estimators for Covariance Matrices
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+Normal rank
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+Robust estimation and outlier detection with correlation coefficients
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+Q3994761
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+Normal rank
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+An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form
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+Q5689624
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+Normal rank
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+A well-conditioned estimator for large-dimensional covariance matrices
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+Robust m-estimators of multivariate location and scatter
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+A Comparison of Some Methods for the Selection of a Common Eigenvector Model for the Covariance Matrices of Two Groups
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+Q4727203
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+Normal rank