Pages that link to "Item:Q1000306"
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The following pages link to Spectrum estimation for large dimensional covariance matrices using random matrix theory (Q1000306):
Displaying 50 items.
- Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model (Q131450) (← links)
- Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570) (← links)
- The role of the isotonizing algorithm in Stein's covariance matrix estimator (Q333380) (← links)
- Statistical significance in high-dimensional linear models (Q373525) (← links)
- Reconstruction of a low-rank matrix in the presence of Gaussian noise (Q391623) (← links)
- Estimation of the population spectral distribution from a large dimensional sample covariance matrix (Q394089) (← links)
- High-dimensional covariance matrix estimation with missing observations (Q395991) (← links)
- Boundary behavior in high dimension, low sample size asymptotics of PCA (Q432317) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- On the estimation of integrated covariance matrices of high dimensional diffusion processes (Q449988) (← links)
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- Convergence and prediction of principal component scores in high-dimensional settings (Q620562) (← links)
- On a model selection problem from high-dimensional sample covariance matrices (Q634554) (← links)
- Eigenvectors of some large sample covariance matrix ensembles (Q644783) (← links)
- Local expectations of the population spectral distribution of a high-dimensional covariance matrix (Q744778) (← links)
- An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (Q830703) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- Estimation of the inverse scatter matrix of an elliptically symmetric distribution (Q900790) (← links)
- Covariance regularization by thresholding (Q1000302) (← links)
- Operator norm consistent estimation of large-dimensional sparse covariance matrices (Q1000305) (← links)
- Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond (Q1049567) (← links)
- Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices (Q1639676) (← links)
- Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
- Numerical implementation of the QuEST function (Q1658388) (← links)
- Testing the order of a population spectral distribution for high-dimensional data (Q1659483) (← links)
- Inferring large graphs using \(\ell_1\)-penalized likelihood (Q1704026) (← links)
- Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models (Q1731759) (← links)
- Accuracy of regularized D-rule for binary classification (Q1747093) (← links)
- Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102) (← links)
- On the inference about the spectral distribution of high-dimensional covariance matrix based on high-frequency noisy observations (Q1750277) (← links)
- On the dimension effect of regularized linear discriminant analysis (Q1786573) (← links)
- Estimation of two high-dimensional covariance matrices and the spectrum of their ratio (Q1795566) (← links)
- A unified model for regularized and robust portfolio optimization (Q2007869) (← links)
- Subordination methods for free deconvolution (Q2028948) (← links)
- Universal distribution of batch completion times and time-cost tradeoff in a production line with arbitrary buffer size (Q2030343) (← links)
- Spiked separable covariance matrices and principal components (Q2039807) (← links)
- High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
- Random matrix theory and its applications (Q2075698) (← links)
- Edge statistics of large dimensional deformed rectangular matrices (Q2079603) (← links)
- Consistent estimation of high-dimensional factor models when the factor number is over-estimated (Q2192324) (← links)
- Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors (Q2196119) (← links)
- Rapid evaluation of the spectral signal detection threshold and Stieltjes transform (Q2230693) (← links)
- Shrinkage estimation of large covariance matrices: keep it simple, statistician? (Q2237812) (← links)
- An efficient numerical method for condition number constrained covariance matrix approximation (Q2242067) (← links)
- Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
- Eigenvalue distributions of variance components estimators in high-dimensional random effects models (Q2328062) (← links)
- Independence test for high dimensional data based on regularized canonical correlation coefficients (Q2343952) (← links)
- Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions (Q2350071) (← links)
- On generalized expectation-based estimation of a population spectral distribution from high-dimensional data (Q2352449) (← links)
- Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608) (← links)
