Pages that link to "Item:Q5503378"

The following pages link to Covariance matrix selection and estimation via penalised normal likelihood (Q5503378):

Displayed 24 items.

• 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)
• Block-Diagonal Covariance Estimation and Application to the Shapley Effects in Sensitivity Analysis (Q5075230) ‎ (← links)
• Optimal regularizations for data generation with probabilistic graphical models (Q5078691) ‎ (← links)
• An improved modified cholesky decomposition approach for precision matrix estimation (Q5107717) ‎ (← links)
• Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates (Q5155198) ‎ (← links)
• Graphical model selection for a particular class of continuous-time processes (Q5219000) ‎ (← links)
• Tuning-parameter selection in regularized estimations of large covariance matrices (Q5222349) ‎ (← links)
• Graph-Guided Banding of the Covariance Matrix (Q5231506) ‎ (← links)
• Bayesian Regularization for Graphical Models With Unequal Shrinkage (Q5242470) ‎ (← links)
• Smooth monotone covariance for elliptical distributions and applications in finance (Q5245911) ‎ (← links)
• Logarithmic barriers for sparse matrix cones (Q5299902) ‎ (← links)
• A DC Programming Approach for Sparse Estimation of a Covariance Matrix (Q5356977) ‎ (← links)
• An accurate test for the equality of covariance matrices from decomposable graphical Gaussian models (Q5413639) ‎ (← links)
• A sequential scaled pairwise selection approach to edge detection in nonparanormal graphical models (Q5507345) ‎ (← links)
• Correlation structure selection for longitudinal data with diverging cluster size (Q5507362) ‎ (← links)
• Nonparametric Modeling of Longitudinal Covariance Structure in Functional Mapping of Quantitative Trait Loci (Q5850955) ‎ (← links)
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) ‎ (← links)