SURE-tuned tapering estimation of large covariance matrices (Q2361207): Difference between revisions

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+Covariance regularization by thresholding
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+Normal rank
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+Regularized estimation of large covariance matrices
+Normal rank
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+Heuristics of instability and stabilization in model selection
+Normal rank
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+Optimal rates of convergence for covariance matrix estimation
+Normal rank
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+Q3145535
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+Normal rank
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+Adapting to Unknown Smoothness via Wavelet Shrinkage
+Normal rank
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+How Biased is the Apparent Error Rate of a Prediction Rule?
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+The Estimation of Prediction Error
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+Normal rank
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+Least angle regression. (With discussion)
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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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+Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
+Normal rank
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+Covariance matrix selection and estimation via penalised  normal likelihood
+Normal rank
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+On the distribution of the largest eigenvalue in principal components analysis
+Normal rank
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+Sparsistency and rates of convergence in large covariance matrix estimation
+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
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+Adaptive Model Selection
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+Normal rank
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+Estimation of the mean of a multivariate normal distribution
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+Q3643299
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+Normal rank
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+On the ``degrees of freedom'' of the lasso
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+Normal rank