Pages that link to "Item:Q1940765"

The following pages link to Adaptive covariance matrix estimation through block thresholding (Q1940765):

Displaying 33 items.

• Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← links)
• Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation (Q282440) (← links)
• Sharp minimax tests for large covariance matrices and adaptation (Q309553) (← links)
• On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655) (← links)
• Posterior convergence rates for estimating large precision matrices using graphical models (Q470497) (← links)
• Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data (Q739584) (← links)
• Improved shrinkage estimator of large-dimensional covariance matrix under the complex Gaussian distribution (Q782294) (← links)
• Stable portfolio selection strategy for mean-variance-CVaR model under high-dimensional scenarios (Q783138) (← links)
• Estimation of functionals of sparse covariance matrices (Q892255) (← links)
• Inference for high-dimensional differential correlation matrices (Q900795) (← links)
• Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients (Q1615281) (← links)
• Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
• Sparse estimation of high-dimensional correlation matrices (Q1660228) (← links)
• Subspace estimation from unbalanced and incomplete data matrices: \({\ell_{2,\infty}}\) statistical guarantees (Q2039795) (← links)
• Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
• Projection-based high-dimensional sign test (Q2131148) (← links)
• Detection of hubs in complex networks by the Laplacian matrix (Q2131998) (← links)
• On norm compression inequalities for partitioned block tensors (Q2174201) (← links)
• Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors (Q2284379) (← links)
• Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data (Q2293546) (← links)
• Regularized estimation in sparse high-dimensional multivariate regression, with application to a DNA methylation study (Q2406186) (← links)
• D-trace estimation of a precision matrix using adaptive lasso penalties (Q2418368) (← links)
• Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage (Q2418516) (← links)
• Sparse PCA: optimal rates and adaptive estimation (Q2443213) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• High dimensional covariance matrix estimation using multi-factor models from incomplete information (Q2515313) (← links)
• Sparse and low-rank covariance matrix estimation (Q2516376) (← links)
• Limited memory BFGS method for least squares semidefinite programming with banded structure (Q2674941) (← links)
• On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector (Q2960462) (← links)
• Nonparametric covariance estimation for mixed longitudinal studies, with applications in midlife women's health (Q5037830) (← links)
• Functional additive expectile regression in the reproducing kernel Hilbert space (Q6051078) (← links)
• On variable ordination of Cholesky‐based estimation for a sparse covariance matrix (Q6059504) (← links)
• UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK (Q6145543) (← links)