Pages that link to "Item:Q1000305"
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The following pages link to Operator norm consistent estimation of large-dimensional sparse covariance matrices (Q1000305):
Displayed 8 items.
- 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)
- The spectrum of kernel random matrices (Q847627) (← links)
- Covariance regularization by thresholding (Q1000302) (← links)
- Consistency of restricted maximum likelihood estimators of principal components (Q1018640) (← links)
- Sparsistency and rates of convergence in large covariance matrix estimation (Q1043730) (← links)
- Vast volatility matrix estimation for high-frequency financial data (Q2380093) (← links)
- Discussion of: Treelets -- an adaptive multi-scale basis for sparse unordered data (Q5970952) (← links)