Pages that link to "Item:Q1000306"

The following pages link to Spectrum estimation for large dimensional covariance matrices using random matrix theory (Q1000306):

Displaying 27 items.

• Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails (Q2434470) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• Matrix means and a novel high-dimensional shrinkage phenomenon (Q2676932) (← links)
• Singular value distribution of the propagation matrix in random scattering media (Q2838042) (← links)
• Resolvent of large random graphs (Q3055896) (← links)
• Detecting the large entries of a sparse covariance matrix in sub-quadratic time (Q4603728) (← links)
• (Q4969179) (← links)
• Analysis of overfitting in the regularized Cox model (Q5059054) (← links)
• A permutation-based Bayesian approach for inverse covariance estimation (Q5077443) (← links)
• Optimal regularizations for data generation with probabilistic graphical models (Q5078691) (← links)
• From Synaptic Interactions to Collective Dynamics in Random Neuronal Networks Models: Critical Role of Eigenvectors and Transient Behavior (Q5131178) (← links)
• Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates (Q5155198) (← links)
• Statistical and Knowledge Supported Visualization of Multivariate Data (Q5195006) (← links)
• Correlation structure selection for longitudinal data with diverging cluster size (Q5507362) (← links)
• Random matrix improved covariance estimation for a large class of metrics* (Q5857459) (← links)
• Spiked sample covariance matrices with possibly multiple bulk components (Q5860230) (← links)
• Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination (Q5862514) (← links)
• Multiple Anchor Point Shrinkage for the Sample Covariance Matrix (Q5868799) (← links)
• Replica analysis of overfitting in generalized linear regression models (Q5870629) (← links)
• Penalization-induced shrinking without rotation in high dimensional GLM regression: a cavity analysis (Q5878730) (← links)
• On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models (Q5880097) (← links)
• Ridge regression and asymptotic minimax estimation over spheres of growing dimension (Q5963493) (← links)
• Scalable estimation strategies based on stochastic approximations: classical results and new insights (Q5963780) (← links)
• Optimal cleaning for singular values of cross-covariance matrices (Q6103997) (← links)
• Fast randomized numerical rank estimation for numerically low-rank matrices (Q6154411) (← links)
• A bootstrap method for spectral statistics in high-dimensional elliptical models (Q6170616) (← links)
• Long random matrices and tensor unfolding (Q6180391) (← links)