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

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+Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
+Normal rank
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+Covariance regularization by thresholding
@@ Property / cites work: Covariance regularization by thresholding / rank @@
+Normal rank
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+Regularized estimation of large covariance matrices
+Normal rank
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+Optimal rates of convergence for covariance matrix estimation
+Normal rank
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+Q4227575
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+Normal rank
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+Operator norm consistent estimation of large-dimensional sparse covariance matrices
+Normal rank
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+Compressive Sensing
@@ Property / cites work: Compressive Sensing / rank @@
+Normal rank
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+Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
+Normal rank
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+A limit theorem for the norm of random matrices
@@ Property / cites work: A limit theorem for the norm of random matrices / rank @@
+Normal rank
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+On the distribution of the largest eigenvalue in principal components analysis
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+On Consistency and Sparsity for Principal Components Analysis in High Dimensions
+Normal rank
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+Q3997990
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+Normal rank
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+Q5531480
@@ Property / cites work: Q5531480 / rank @@
+Normal rank
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+Generalized Thresholding of Large Covariance Matrices
+Normal rank
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+A new approach to Cholesky-based covariance regularization in high dimensions
+Normal rank
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+The smallest eigenvalue of a large dimensional Wishart matrix
+Normal rank
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+Invertibility of symmetric random matrices
@@ Property / cites work: Invertibility of symmetric random matrices / rank @@
+Normal rank