Pages that link to "Item:Q5743151"
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The following pages link to Large Covariance Estimation by Thresholding Principal Orthogonal Complements (Q5743151):
Displaying 50 items.
- Estimation of large dimensional factor models with an unknown number of breaks (Q1792477) (← links)
- Factor-adjusted multiple testing of correlations (Q1796926) (← links)
- Test for high dimensional covariance matrices (Q1996783) (← links)
- A rank test for the number of factors with high-frequency data (Q2000871) (← links)
- Semiparametric model for covariance regression analysis (Q2008100) (← links)
- On factor models with random missing: EM estimation, inference, and cross validation (Q2024446) (← links)
- Nonparametric estimation of large covariance matrices with conditional sparsity (Q2024473) (← links)
- Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix (Q2034455) (← 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)
- Estimating change-point latent factor models for high-dimensional time series (Q2059427) (← links)
- Mahalanobis metric based clustering for fixed effects model (Q2061754) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix (Q2065308) (← links)
- Positive-definite modification of a covariance matrix by minimizing the matrix \(\ell_{\infty}\) norm with applications to portfolio optimization (Q2068898) (← links)
- Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
- Consistently recovering the signal from noisy functional data (Q2078554) (← links)
- Design-free estimation of integrated covariance matrices for high-frequency data (Q2078572) (← links)
- Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency (Q2079627) (← links)
- Preprocessing noisy functional data: a multivariate perspective (Q2106796) (← links)
- Adaptive estimation in multivariate response regression with hidden variables (Q2131249) (← links)
- Rank determination in tensor factor model (Q2136659) (← links)
- Inference in latent factor regression with clusterable features (Q2137004) (← links)
- Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (Q2137016) (← links)
- CDPA: common and distinctive pattern analysis between high-dimensional datasets (Q2137801) (← links)
- Doubly debiased Lasso: high-dimensional inference under hidden confounding (Q2148976) (← links)
- Bayesian factor-adjusted sparse regression (Q2155305) (← links)
- A factor-GARCH model for high dimensional volatilities (Q2155653) (← links)
- Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
- Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution (Q2181723) (← links)
- Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
- Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
- Estimating latent asset-pricing factors (Q2190237) (← links)
- Consistent estimation of high-dimensional factor models when the factor number is over-estimated (Q2192324) (← links)
- Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices (Q2196219) (← links)
- Statistical analysis of sparse approximate factor models (Q2199708) (← links)
- Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix (Q2208902) (← links)
- Adaptive estimation in structured factor models with applications to overlapping clustering (Q2215724) (← links)
- Bootstrapping factor models with cross sectional dependence (Q2227057) (← links)
- Estimation and inference of change points in high-dimensional factor models (Q2227075) (← links)
- Recursive estimation in large panel data models: theory and practice (Q2236876) (← links)
- Detecting groups in large vector autoregressions (Q2236879) (← links)
- A semiparametric latent factor model for large scale temporal data with heteroscedasticity (Q2237806) (← links)
- A recursive approach for determining matrix inverses as applied to causal time series processes (Q2272457) (← links)
- NOVELIST estimator of large correlation and covariance matrices and their inverses (Q2273174) (← links)
- A large covariance matrix estimator under intermediate spikiness regimes (Q2293542) (← links)
- Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
- Principal envelope model (Q2301089) (← links)
- Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972) (← links)
- Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory (Q2317293) (← links)
