Pages that link to "Item:Q2348449"
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The following pages link to Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions (Q2348449):
Displaying 16 items.
- Bernstein-von Mises theorems for functionals of the covariance matrix (Q309540) (← links)
- A convex optimization approach to high-dimensional sparse quadratic discriminant analysis (Q820816) (← links)
- Optimal Bayesian minimax rates for unconstrained large covariance matrices (Q1631606) (← links)
- Test for equality of standardized generalized variance with different dimensions under high-dimensional settings (Q2154565) (← links)
- Gaussian fluctuations of the determinant of Wigner matrices (Q2274217) (← links)
- A general method for lower bounds on fluctuations of random variables (Q2327942) (← links)
- Asymptotic behavior for log-determinants of several non-Hermitian random matrices (Q2405966) (← links)
- Asymptotically efficient estimation of smooth functionals of covariance operators (Q2659447) (← links)
- Exponential growth of random determinants beyond invariance (Q2690087) (← links)
- Estimating Large Precision Matrices via Modified Cholesky Decomposition (Q4986367) (← links)
- (Q5053236) (← links)
- Visualizing Tests for Equality of Covariance Matrices (Q5869269) (← links)
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
- Phase transition in noisy high-dimensional random geometric graphs (Q6184923) (← links)
- Generalized spherical principal component analysis (Q6547783) (← links)
- Linear spectral statistics of sequential sample covariance matrices (Q6596222) (← links)