Pages that link to "Item:Q299275"

The following pages link to High dimensional covariance matrix estimation using a factor model (Q299275):

Displaying 50 items.

• Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
• A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\) (Q1659185) (← links)
• A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices (Q1661567) (← links)
• Using principal component analysis to estimate a high dimensional factor model with high-frequency data (Q1676387) (← links)
• Optimal shrinkage estimator for high-dimensional mean vector (Q1733270) (← links)
• Factor models for asset returns based on transformed factors (Q1739597) (← links)
• Robust covariance estimation for approximate factor models (Q1739628) (← links)
• Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data (Q1739632) (← links)
• A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
• Structured volatility matrix estimation for non-synchronized high-frequency financial data (Q1740273) (← links)
• Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data (Q1750098) (← links)
• Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119) (← links)
• Factor-adjusted multiple testing of correlations (Q1796926) (← links)
• Discussion: Latent variable graphical model selection via convex optimization (Q1940763) (← links)
• Rejoinder: Latent variable graphical model selection via convex optimization (Q1940764) (← links)
• Adaptive covariance matrix estimation through block thresholding (Q1940765) (← links)
• Group symmetry and covariance regularization (Q1950873) (← links)
• Sparse permutation invariant covariance estimation (Q1951760) (← links)
• Nonparametric estimation of covariance functions by model selection (Q1952083) (← links)
• Test for high dimensional covariance matrices (Q1996783) (← links)
• Semiparametric model for covariance regression analysis (Q2008100) (← links)
• Nonparametric estimation of large covariance matrices with conditional sparsity (Q2024473) (← links)
• Estimation of autocovariance matrices for high dimensional linear processes (Q2036316) (← links)
• Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
• Bridging convex and nonconvex optimization in robust PCA: noise, outliers and missing data (Q2054540) (← links)
• A Bayesian factor model for spatial panel data with a separable covariance approach (Q2057328) (← links)
• Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
• Lasso regression and its application in forecasting macro economic indicators: a study on Vietnam's exports (Q2086244) (← links)
• Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
• Bayesian estimation of constrained mean-covariance of normal distributions (Q2112272) (← links)
• On the semi-varying coefficient dynamic panel data model with autocorrelated errors (Q2143011) (← links)
• Doubly debiased Lasso: high-dimensional inference under hidden confounding (Q2148976) (← links)
• Robust covariance estimation for distributed principal component analysis (Q2150893) (← links)
• Bayesian factor-adjusted sparse regression (Q2155305) (← links)
• A factor-GARCH model for high dimensional volatilities (Q2155653) (← links)
• Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
• Large-scale minimum variance portfolio allocation using double regularization (Q2191518) (← links)
• Convergence of eigenvector empirical spectral distribution of sample covariance matrices (Q2196201) (← links)
• Statistical analysis of sparse approximate factor models (Q2199708) (← links)
• Certifiably optimal sparse inverse covariance estimation (Q2205987) (← links)
• Bayesian bandwidth test and selection for high-dimensional banded precision matrices (Q2226705) (← links)
• Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error (Q2233583) (← links)
• A semiparametric latent factor model for large scale temporal data with heteroscedasticity (Q2237806) (← links)
• Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor (Q2252883) (← links)
• NOVELIST estimator of large correlation and covariance matrices and their inverses (Q2273174) (← links)
• Edge universality of separable covariance matrices (Q2279318) (← links)
• Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors (Q2284379) (← links)
• Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data (Q2293546) (← links)
• High-dimensional minimum variance portfolio estimation based on high-frequency data (Q2294454) (← links)
• Compressed covariance estimation with automated dimension learning (Q2300095) (← links)