Pages that link to "Item:Q3095185"

The following pages link to Adaptive Thresholding for Sparse Covariance Matrix Estimation (Q3095185):

Displaying 50 items.

• Optimal rates of convergence for estimating Toeplitz covariance matrices (Q1955842) (← links)
• Semiparametric model for covariance regression analysis (Q2008100) (← 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)
• Estimation of autocovariance matrices for high dimensional linear processes (Q2036316) (← links)
• Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
• Bootstrap based inference for sparse high-dimensional time series models (Q2040070) (← links)
• Multivariate variable selection by means of null-beamforming (Q2044421) (← links)
• High dimensional change point inference: recent developments and extensions (Q2062782) (← links)
• Positive-definite modification of a covariance matrix by minimizing the matrix \(\ell_{\infty}\) norm with applications to portfolio optimization (Q2068898) (← links)
• The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate (Q2079610) (← links)
• Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency (Q2079627) (← links)
• High-dimensional correlation matrix estimation for general continuous data with Bagging technique (Q2102349) (← links)
• A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models (Q2111963) (← links)
• Low-rank multi-parametric covariance identification (Q2114111) (← links)
• Max-sum tests for cross-sectional independence of high-dimensional panel data (Q2131268) (← links)
• Detection of hubs in complex networks by the Laplacian matrix (Q2131998) (← links)
• Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices (Q2140845) (← links)
• A factor-GARCH model for high dimensional volatilities (Q2155653) (← links)
• Robust reduced rank regression in a distributed setting (Q2158850) (← links)
• Inference on covariance-mean regression (Q2172004) (← links)
• Robust sparse covariance estimation by thresholding Tyler's M-estimator (Q2176609) (← links)
• A fast iterative algorithm for high-dimensional differential network (Q2184396) (← links)
• The conditional censored graphical Lasso estimator (Q2209704) (← links)
• Bayesian graph selection consistency under model misspecification (Q2214264) (← links)
• Minimax estimation of large precision matrices with bandable Cholesky factor (Q2215744) (← links)
• Bootstrapping factor models with cross sectional dependence (Q2227057) (← links)
• Maximum pairwise Bayes factors for covariance structure testing (Q2233577) (← links)
• Testing regression coefficients in high-dimensional and sparse settings (Q2244668) (← links)
• High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood (Q2252887) (← links)
• Fast and adaptive sparse precision matrix estimation in high dimensions (Q2256755) (← links)
• Data science, big data and statistics (Q2273155) (← links)
• NOVELIST estimator of large correlation and covariance matrices and their inverses (Q2273174) (← links)
• Sign-based test for mean vector in high-dimensional and sparse settings (Q2287782) (← links)
• Efficient computation for differential network analysis with applications to quadratic discriminant analysis (Q2291319) (← links)
• A large covariance matrix estimator under intermediate spikiness regimes (Q2293542) (← links)
• Ultrahigh dimensional precision matrix estimation via refitted cross validation (Q2295804) (← links)
• Exponent of cross-sectional dependence for residuals (Q2297944) (← links)
• Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
• A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables (Q2323372) (← links)
• High-dimensional autocovariance matrices and optimal linear prediction (Q2340876) (← links)
• Optimal estimation and rank detection for sparse spiked covariance matrices (Q2343031) (← links)
• Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing (Q2343955) (← links)
• On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA (Q2348740) (← links)
• An empirical estimator for the sparsity of a large covariance matrix under multivariate normal assumptions (Q2352445) (← links)
• Large covariance estimation through elliptical factor models (Q2413594) (← links)
• On the penalized maximum likelihood estimation of high-dimensional approximate factor model (Q2418076) (← links)
• Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage (Q2418516) (← links)
• Sparse covariance matrix estimation in high-dimensional deconvolution (Q2419664) (← links)
• A combined \(p\)-value test for the mean difference of high-dimensional data (Q2423870) (← links)