Pages that link to "Item:Q149569"

The following pages link to A well-conditioned estimator for large-dimensional covariance matrices (Q149569):

Displaying 50 items.

• Optimization-based model fitting for latent class and latent profile analyses (Q658139) (← links)
• Sequential estimation for prescribed statistical accuracy in stochastic simulation of biological systems (Q733253) (← links)
• Dominating estimators for minimum-variance portfolios (Q737248) (← links)
• Method of moments estimation of GO-GARCH models (Q737949) (← links)
• Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) (Q741819) (← links)
• Accurate Bayesian data classification without hyperparameter cross-validation (Q779035) (← links)
• Improved shrinkage estimator of large-dimensional covariance matrix under the complex Gaussian distribution (Q782294) (← links)
• The spectral condition number plot for regularization parameter evaluation (Q782639) (← links)
• Stable portfolio selection strategy for mean-variance-CVaR model under high-dimensional scenarios (Q783138) (← links)
• Developing new portfolio strategies by aggregation (Q827154) (← links)
• Ensemble sparse estimation of covariance structure for exploring genetic disease data (Q830118) (← links)
• Cluster analysis for portfolio optimization (Q844576) (← links)
• Least squares approximation with a diverging number of parameters (Q844883) (← links)
• Best approximation of the identity mapping: The case of variable finite memory (Q860691) (← links)
• Regularization in statistics (Q882931) (← links)
• Fractional-order embedding canonical correlation analysis and its applications to multi-view dimensionality reduction and recognition (Q898383) (← links)
• Estimation of the inverse scatter matrix of an elliptically symmetric distribution (Q900790) (← links)
• Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals (Q900808) (← links)
• Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix (Q901577) (← links)
• Shrinkage-based regularization tests for high-dimensional data with application to gene set analysis (Q901617) (← links)
• Transcriptomic heterogeneity in cancer as a consequence of dysregulation of the gene-gene interaction network (Q904362) (← links)
• Unified eigen analysis on multivariate Gaussian based estimation of distribution algorithms (Q933653) (← links)
• Properties of the singular, inverse and generalized inverse partitioned Wishart distributions (Q957321) (← links)
• Modified linear discriminant analysis approaches for classification of high-dimensional microarray data (Q961326) (← links)
• Testing the equality of several covariance matrices with fewer observations than the dimension (Q968483) (← links)
• Autoregressive frequency detection using regularized least squares (Q972897) (← links)
• Asymptotic properties of the EPMC for modified linear discriminant analysis when sample size and dimension are both large (Q974518) (← links)
• Covariance regularization by thresholding (Q1000302) (← links)
• Operator norm consistent estimation of large-dimensional sparse covariance matrices (Q1000305) (← links)
• Spectrum estimation for large dimensional covariance matrices using random matrix theory (Q1000306) (← links)
• Flexible covariance estimation in graphical Gaussian models (Q1000308) (← links)
• Shrinkage estimation in the frequency domain of multivariate time series (Q1006672) (← links)
• Regularized parameter estimation of high dimensional distribution (Q1015875) (← links)
• Optimal multilinear estimation of a random vector under constraints of causality and limited memory (Q1020890) (← links)
• Structural equation modeling with near singular covariance matrices (Q1023844) (← links)
• Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
• Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond (Q1049567) (← links)
• Model-based clustering of high-dimensional data: a review (Q1621282) (← links)
• Solving norm constrained portfolio optimization via coordinate-wise descent algorithms (Q1623568) (← links)
• Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701) (← links)
• Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings (Q1623798) (← links)
• Estimating large correlation matrices for international migration (Q1624816) (← links)
• Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage (Q1639677) (← links)
• Minimizing the tracking error of cardinality constrained portfolios (Q1652503) (← links)
• Empirical properties of a heterogeneous agent model in large dimensions (Q1655655) (← links)
• High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood (Q1658345) (← links)
• Numerical implementation of the QuEST function (Q1658388) (← links)
• Generalized estimating equations with stabilized working correlation structure (Q1658494) (← links)
• Power computation for hypothesis testing with high-dimensional covariance matrices (Q1658719) (← links)
• Ridge estimation of inverse covariance matrices from high-dimensional data (Q1659004) (← links)