Pages that link to "Item:Q1043730"

The following pages link to Sparsistency and rates of convergence in large covariance matrix estimation (Q1043730):

Displaying 50 items.

• Weak convergence of the empirical spectral distribution of high-dimensional band sample covariance matrices (Q1800935) (← 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)
• High-dimensional semiparametric Gaussian copula graphical models (Q1940774) (← links)
• A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates (Q1950897) (← links)
• Sparse permutation invariant covariance estimation (Q1951760) (← links)
• Adaptive estimation of covariance matrices via Cholesky decomposition (Q1952094) (← links)
• High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence (Q1952214) (← links)
• Optimal rates of convergence for estimating Toeplitz covariance matrices (Q1955842) (← links)
• Time varying undirected graphs (Q1959601) (← links)
• ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models (Q1990586) (← links)
• Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries (Q1991680) (← links)
• Semiparametric model for covariance regression analysis (Q2008100) (← links)
• Bayesian structure learning in graphical models (Q2018602) (← 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)
• Confidence graphs for graphical model selection (Q2058790) (← links)
• Model pursuit and variable selection in the additive accelerated failure time model (Q2062404) (← links)
• The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate (Q2079610) (← links)
• CDPA: common and distinctive pattern analysis between high-dimensional datasets (Q2137801) (← links)
• A generative approach to modeling data with quantitative and qualitative responses (Q2140852) (← links)
• Doubly debiased Lasso: high-dimensional inference under hidden confounding (Q2148976) (← links)
• Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation (Q2156815) (← links)
• Robust sparse covariance estimation by thresholding Tyler's M-estimator (Q2176609) (← links)
• Estimating sparse networks with hubs (Q2196140) (← links)
• A two-step method for estimating high-dimensional Gaussian graphical models (Q2197843) (← links)
• Certifiably optimal sparse inverse covariance estimation (Q2205987) (← links)
• Sparse directed acyclic graphs incorporating the covariates (Q2208417) (← links)
• Bayesian graph selection consistency under model misspecification (Q2214264) (← links)
• Minimax estimation of large precision matrices with bandable Cholesky factor (Q2215744) (← links)
• Estimation and inference for precision matrices of nonstationary time series (Q2215745) (← links)
• An efficient numerical method for condition number constrained covariance matrix approximation (Q2242067) (← links)
• Graph informed sliced inverse regression (Q2242175) (← links)
• Network tail risk estimation in the European banking system (Q2246610) (← links)
• Gemini: graph estimation with matrix variate normal instances (Q2249840) (← links)
• Fast and adaptive sparse precision matrix estimation in high dimensions (Q2256755) (← links)
• Network exploration via the adaptive LASSO and SCAD penalties (Q2270657) (← links)
• Efficient computation for differential network analysis with applications to quadratic discriminant analysis (Q2291319) (← links)
• Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data (Q2293546) (← links)
• Ultrahigh dimensional precision matrix estimation via refitted cross validation (Q2295804) (← links)
• Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
• A review of Gaussian Markov models for conditional independence (Q2301082) (← links)
• Sparse precision matrices for minimum variance portfolios (Q2320464) (← links)
• A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables (Q2323372) (← links)
• Selecting the tuning parameter in penalized Gaussian graphical models (Q2329783) (← links)
• Sparsistency and agnostic inference in sparse PCA (Q2338928) (← links)
• Optimal estimation and rank detection for sparse spiked covariance matrices (Q2343031) (← links)
• SURE-tuned tapering estimation of large covariance matrices (Q2361207) (← links)
• Inferences in panel data with interactive effects using large covariance matrices (Q2398975) (← links)