Pages that link to "Item:Q5503378"
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The following pages link to Covariance matrix selection and estimation via penalised normal likelihood (Q5503378):
Displaying 50 items.
- Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm (Q2146464) (← links)
- Parsimony inducing priors for large scale state-space models (Q2155306) (← links)
- Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation (Q2156815) (← links)
- Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors (Q2196119) (← links)
- Minimax estimation of large precision matrices with bandable Cholesky factor (Q2215744) (← links)
- Estimating covariance and precision matrices along subspaces (Q2219236) (← links)
- Bayesian bandwidth test and selection for high-dimensional banded precision matrices (Q2226705) (← links)
- Network exploration via the adaptive LASSO and SCAD penalties (Q2270657) (← 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)
- 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)
- Bayesian estimation of large precision matrix based on Cholesky decomposition (Q2311706) (← links)
- Bayesian discriminant analysis using a high dimensional predictor (Q2316972) (← links)
- Greedy Gaussian segmentation of multivariate time series (Q2324258) (← links)
- Model-based clustering with sparse covariance matrices (Q2329799) (← links)
- SURE-tuned tapering estimation of large covariance matrices (Q2361207) (← links)
- Goodness-of-fit tests for high-dimensional Gaussian linear models (Q2380086) (← links)
- Maximum L\(q\)-likelihood estimation (Q2380087) (← links)
- Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608) (← links)
- Penalized model-based clustering (Q2426832) (← links)
- Wishart distributions for decomposable covariance graph models (Q2429939) (← links)
- Asymptotically optimal estimating equation with strongly consistent solutions for longitudinal data (Q2437887) (← links)
- Covariance and precision matrix estimation for high-dimensional time series (Q2443210) (← links)
- Regularized multivariate regression models with skew-\(t\) error distributions (Q2448807) (← links)
- Design-free estimation of variance matrices (Q2451793) (← links)
- Regularized estimation of large covariance matrices (Q2477058) (← links)
- Sparse estimation of large covariance matrices via a nested Lasso penalty (Q2482977) (← links)
- Bayesian sparse covariance decomposition with a graphical structure (Q2631381) (← links)
- Robust sparse precision matrix estimation for high-dimensional compositional data (Q2667613) (← links)
- Regularised Manova for High-Dimensional Data (Q2802885) (← links)
- Regularized Parameter Estimation in High-Dimensional Gaussian Mixture Models (Q3016190) (← links)
- Joint Mean-Covariance Models with Applications to Longitudinal Data in Partially Linear Model (Q3100637) (← links)
- A Penalized Spline Approach to Functional Mixed Effects Model Analysis (Q3100786) (← links)
- Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199) (← links)
- Estimating spatial covariance using penalised likelihood with weighted<i>L</i><sub>1</sub>penalty (Q3182743) (← links)
- Efficient Adaptive MCMC Through Precision Estimation (Q3391170) (← links)
- Efficient Estimation in Marginal Partially Linear Models for Longitudinal/Clustered Data Using Splines (Q3505344) (← links)
- A priori weighting for parameter estimation (Q3516727) (← links)
- Detecting the Dimensionality for Principal Components Model (Q3589989) (← links)
- Sparse Matrix Graphical Models (Q4648565) (← links)
- Informative Estimation and Selection of Correlation Structure for Longitudinal Data (Q4916506) (← links)
- Edge selection for undirected graphs (Q4960765) (← links)
- (Q4969209) (← links)
- Robust estimation of sparse precision matrix using adaptive weighted graphical lasso approach (Q5012345) (← links)
- A Cholesky-based estimation for large-dimensional covariance matrices (Q5037036) (← links)
- A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices (Q5058396) (← links)
- Estimating Multiple Precision Matrices With Cluster Fusion Regularization (Q5066469) (← links)
