Pages that link to "Item:Q741791"
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The following pages link to Optimal rates of convergence for sparse covariance matrix estimation (Q741791):
Displayed 32 items.
- Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage (Q2418516) (← links)
- Covariance and precision matrix estimation for high-dimensional time series (Q2443210) (← links)
- Sparse PCA: optimal rates and adaptive estimation (Q2443213) (← links)
- Posterior contraction in sparse Bayesian factor models for massive covariance matrices (Q2510828) (← links)
- Sparse and low-rank covariance matrix estimation (Q2516376) (← links)
- On the optimality of sliced inverse regression in high dimensions (Q2656585) (← links)
- Differentially private high dimensional sparse covariance matrix estimation (Q2661783) (← links)
- Matrix means and a novel high-dimensional shrinkage phenomenon (Q2676932) (← links)
- Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data (Q2682965) (← links)
- Estimation and Calibration of Lévy Models via Fourier Methods (Q2786961) (← links)
- Estimating Large Precision Matrices via Modified Cholesky Decomposition (Q4986367) (← links)
- (Q5004044) (← links)
- Minimax optimal estimation of high-dimensional sparse covariance matrices with missing data (Q5052912) (← links)
- Gaussian Patch Mixture Model Guided Low-Rank Covariance Matrix Minimization for Image Denoising (Q5056914) (← links)
- Rates of convergence in conditional covariance matrix with nonparametric entries estimation (Q5077524) (← links)
- Adaptive thresholding estimator for differential association structures in two independent contingency tables (Q5162970) (← links)
- Trimmed estimators for large dimensional sparse covariance matrices (Q5197365) (← links)
- Large Covariance Estimation for Compositional Data Via Composition-Adjusted Thresholding (Q5231504) (← links)
- Large Covariance Estimation by Thresholding Principal Orthogonal Complements (Q5743151) (← links)
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
- Robust Shape Matrix Estimation for High-Dimensional Compositional Data with Application to Microbial Inter-Taxa Analysis (Q6069886) (← links)
- Tyler's and Maronna's M-estimators: non-asymptotic concentration results (Q6097559) (← links)
- Rate-optimal robust estimation of high-dimensional vector autoregressive models (Q6117053) (← links)
- Bayesian sparse spiked covariance model with a continuous matrix shrinkage prior (Q6121981) (← links)
- A Bayesian approach for partial Gaussian graphical models with sparsity (Q6122031) (← links)
- Post-processed posteriors for sparse covariances (Q6133369) (← links)
- Sparse principal component analysis for high‐dimensional stationary time series (Q6140347) (← links)
- Inference for high‐dimensional linear models with locally stationary error processes (Q6148344) (← links)
- Optimal covariance matrix estimation for high-dimensional noise in high-frequency data (Q6150511) (← links)
- Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis (Q6184932) (← links)
- Rates of estimation for high-dimensional multireference alignment (Q6192328) (← links)
- Lower bound estimation for a family of high-dimensional sparse covariance matrices (Q6201203) (← links)