Pages that link to "Item:Q988000"

The following pages link to Optimal rates of convergence for covariance matrix estimation (Q988000):

Displaying 50 items.

• Test for high dimensional covariance matrices (Q1996783) (← links)
• Bayesian structure learning in graphical models (Q2018602) (← 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)
• Error bound of critical points and KL property of exponent 1/2 for squared F-norm regularized factorization (Q2052408) (← links)
• Positive-definite modification of a covariance matrix by minimizing the matrix \(\ell_{\infty}\) norm with applications to portfolio optimization (Q2068898) (← links)
• The finite sample properties of sparse M-estimators with pseudo-observations (Q2075446) (← links)
• Stochastic continuum-armed bandits with additive models: minimax regrets and adaptive algorithm (Q2091834) (← links)
• High-dimensional correlation matrix estimation for general continuous data with Bagging technique (Q2102349) (← links)
• New challenges in covariance estimation: multiple structures and coarse quantization (Q2106471) (← links)
• Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching (Q2108486) (← links)
• Covariance estimation under one-bit quantization (Q2112828) (← links)
• On the non-asymptotic concentration of heteroskedastic Wishart-type matrix (Q2119688) (← links)
• Estimation of conditional mean operator under the bandable covariance structure (Q2136639) (← links)
• High-dimensional sufficient dimension reduction through principal projections (Q2136660) (← links)
• Joint non-parametric estimation of mean and auto-covariances for Gaussian processes (Q2143035) (← links)
• Bayesian joint inference for multiple directed acyclic graphs (Q2146452) (← links)
• Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
• Minimax estimation of large precision matrices with bandable Cholesky factor (Q2215744) (← links)
• Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
• Bayesian bandwidth test and selection for high-dimensional banded precision matrices (Q2226705) (← links)
• Fast and adaptive sparse precision matrix estimation in high dimensions (Q2256755) (← links)
• NOVELIST estimator of large correlation and covariance matrices and their inverses (Q2273174) (← links)
• Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors (Q2284379) (← links)
• Spatial disease mapping using directed acyclic graph auto-regressive (DAGAR) models (Q2290712) (← links)
• A simple, consistent estimator of SNP heritability from genome-wide association studies (Q2291534) (← links)
• User-friendly covariance estimation for heavy-tailed distributions (Q2292396) (← links)
• A large covariance matrix estimator under intermediate spikiness regimes (Q2293542) (← links)
• Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data (Q2293546) (← links)
• Dynamic linear discriminant analysis in high dimensional space (Q2295032) (← links)
• The optimal rate of canonical correlation analysis for stochastic processes (Q2301120) (← links)
• Bayesian discriminant analysis using a high dimensional predictor (Q2316972) (← links)
• Spectral analysis of high-dimensional time series (Q2326992) (← links)
• Optimal estimation and rank detection for sparse spiked covariance matrices (Q2343031) (← links)
• Detecting positive correlations in a multivariate sample (Q2345119) (← links)
• Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions (Q2348449) (← links)
• On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA (Q2348740) (← links)
• SURE-tuned tapering estimation of large covariance matrices (Q2361207) (← links)
• Large covariance estimation through elliptical factor models (Q2413594) (← 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)
• Covariance and precision matrix estimation for high-dimensional time series (Q2443210) (← links)
• Sparse PCA: optimal rates and adaptive estimation (Q2443213) (← links)
• Asymptotic theory for maximum deviations of sample covariance matrix estimates (Q2447660) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• Posterior contraction in sparse Bayesian factor models for massive covariance matrices (Q2510828) (← links)
• Sparse and low-rank covariance matrix estimation (Q2516376) (← links)
• Differentially private high dimensional sparse covariance matrix estimation (Q2661783) (← links)
• Matrix means and a novel high-dimensional shrinkage phenomenon (Q2676932) (← links)
• Side effects of learning from low-dimensional data embedded in a Euclidean space (Q2687305) (← links)