NOVELIST estimator of large correlation and covariance matrices and their inverses (Q2273174): Difference between revisions

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+Regularized estimation of large covariance matrices
+Normal rank
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+Covariance regularization by thresholding
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+Normal rank
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+Adaptive Thresholding for Sparse Covariance Matrix Estimation
+Normal rank
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+Optimal rates of convergence for covariance matrix estimation
+Normal rank
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+Q3851426
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+Normal rank
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+Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
+Normal rank
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+Bayesian estimation of the dispersion matrix of a multivariate normal distribution
+Normal rank
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+Operator norm consistent estimation of large-dimensional sparse covariance matrices
+Normal rank
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+Q5509343
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+Normal rank
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
+Normal rank
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+High dimensional covariance matrix estimation using a factor model
+Normal rank
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+Large Covariance Estimation by Thresholding Principal Orthogonal Complements
+Normal rank
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+Sparse inverse covariance estimation with the graphical lasso
+Normal rank
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+High-dimensional volatility matrix estimation via wavelets and thresholding
+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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+Q3359644
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+Normal rank
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+Regularized linear discriminant analysis and its application in microarrays
+Normal rank
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+Nonparametric eigenvalue-regularized precision or covariance matrix estimator
+Normal rank
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+Eigenvectors of some large sample covariance matrix ensembles
+Normal rank
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+A well-conditioned estimator for large-dimensional covariance matrices
+Normal rank
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+Nonlinear shrinkage estimation of large-dimensional covariance matrices
+Normal rank
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+Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions
+Normal rank
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+Bayesian inference for a covariance matrix
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+Normal rank
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+High-dimensional graphs and variable selection with the Lasso
+Normal rank
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+Sparse permutation invariant covariance estimation
+Normal rank
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+Generalized Thresholding of Large Covariance Matrices
+Normal rank
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+Nonparametric estimation of large covariance matrices of longitudinal data
+Normal rank
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+The Adaptive Lasso and Its Oracle Properties
@@ Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank @@
+Normal rank