The following pages link to spcov (Q24202):
Displayed 9 items.
- LARGE SYSTEM OF SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM LIKELIHOOD ESTIMATION PERSPECTIVE (Q5112017) (← links)
- Double shrinkage estimators for large sparse covariance matrices (Q5220803) (← links)
- Graph-Guided Banding of the Covariance Matrix (Q5231506) (← links)
- Sparse Covariance Matrix Estimation by DCA-Based Algorithms (Q5380866) (← links)
- Sampling, Metamodeling, and Sensitivity Analysis of Numerical Simulators with Functional Stochastic Inputs (Q5741195) (← links)
- Estimation of high-dimensional seemingly unrelated regression models (Q5861052) (← links)
- An improved banded estimation for large covariance matrix (Q5875206) (← links)
- Cholesky-based model averaging for covariance matrix estimation (Q5880164) (← links)
- Exploring dimension learning via a penalized probabilistic principal component analysis (Q5887975) (← links)