Pages that link to "Item:Q2477058"
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The following pages link to Regularized estimation of large covariance matrices (Q2477058):
Displaying 50 items.
- Estimation error for blind Gaussian time series prediction (Q647755) (← links)
- Computation of the analysis error covariance in variational data assimilation problems with nonlinear dynamics (Q655076) (← links)
- Factor models and variable selection in high-dimensional regression analysis (Q661163) (← links)
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724) (← links)
- Inference of time-varying regression models (Q693729) (← links)
- Partial estimation of covariance matrices (Q714954) (← links)
- Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data (Q739584) (← links)
- Optimal rates of convergence for sparse covariance matrix estimation (Q741791) (← links)
- Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) (Q741819) (← links)
- Empirical likelihood test for the equality of several high-dimensional covariance matrices (Q824242) (← links)
- Estimation of linear functional of large spectral density matrix and application to Whittle's approach (Q825341) (← links)
- Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores (Q826977) (← links)
- A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions (Q829737) (← links)
- Promote sign consistency in the joint estimation of precision matrices (Q830115) (← links)
- Ensemble sparse estimation of covariance structure for exploring genetic disease data (Q830118) (← links)
- An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (Q830703) (← links)
- High-dimensional analysis of semidefinite relaxations for sparse principal components (Q834367) (← links)
- Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA (Q842930) (← links)
- Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317) (← links)
- Estimation of functionals of sparse covariance matrices (Q892255) (← links)
- Panel data segmentation under finite time horizon (Q897629) (← links)
- Estimation of the inverse scatter matrix of an elliptically symmetric distribution (Q900790) (← links)
- Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix (Q901577) (← links)
- Nonstationary covariance modeling for incomplete data: Monte Carlo EM approach (Q901595) (← links)
- High dimensional posterior convergence rates for decomposable graphical models (Q902216) (← links)
- Semiparametric detection of significant activation for brain fMRI (Q939660) (← links)
- Shrinkage and model selection with correlated variables via weighted fusion (Q961274) (← links)
- Autoregressive frequency detection using regularized least squares (Q972897) (← links)
- Non-Euclidean statistics for covariance matrices, with applications to diffusion tensor imaging (Q985028) (← links)
- Optimal rates of convergence for covariance matrix estimation (Q988000) (← links)
- Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832) (← links)
- A CLT for regularized sample covariance matrices (Q1000301) (← 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)
- Regularized parameter estimation of high dimensional distribution (Q1015875) (← links)
- Consistency of restricted maximum likelihood estimators of principal components (Q1018640) (← links)
- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
- Sparsistency and rates of convergence in large covariance matrix estimation (Q1043730) (← links)
- Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond (Q1049567) (← links)
- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients (Q1615281) (← links)
- Nonparametric Bayesian learning of heterogeneous dynamic transcription factor networks (Q1621019) (← links)
- Model-based clustering of high-dimensional data: a review (Q1621282) (← links)
- A joint convex penalty for inverse covariance matrix estimation (Q1623469) (← links)
- Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701) (← links)
- Estimating large correlation matrices for international migration (Q1624816) (← links)
- Optimal Bayesian minimax rates for unconstrained large covariance matrices (Q1631606) (← links)
- High dimensional efficiency with applications to change point tests (Q1642675) (← links)
- Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
