Pages that link to "Item:Q395991"

The following pages link to High-dimensional covariance matrix estimation with missing observations (Q395991):

Displaying 35 items.

• Geometric median and robust estimation in Banach spaces (Q122792) (← links)
• Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (Q265300) (← links)
• Gaussian and robust Kronecker product covariance estimation: existence and uniqueness (Q290708) (← links)
• Estimation of low-rank covariance function (Q335675) (← links)
• Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data (Q739584) (← links)
• Moment bounds for large autocovariance matrices under dependence (Q785402) (← links)
• An expectation-maximization algorithm for the matrix normal distribution with an application in remote sensing (Q1661328) (← links)
• New asymptotic results in principal component analysis (Q1688427) (← links)
• Robust two-sample test of high-dimensional mean vectors under dependence (Q1755128) (← links)
• Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries (Q1991680) (← links)
• Approximating \(L_p\) unit balls via random sampling (Q2039571) (← links)
• Subspace estimation from unbalanced and incomplete data matrices: \({\ell_{2,\infty}}\) statistical guarantees (Q2039795) (← links)
• Adaptive covariate acquisition for minimizing total cost of classification (Q2051306) (← links)
• Estimating high-dimensional covariance and precision matrices under general missing dependence (Q2074279) (← links)
• New challenges in covariance estimation: multiple structures and coarse quantization (Q2106471) (← links)
• Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching (Q2108486) (← links)
• Heteroskedastic PCA: algorithm, optimality, and applications (Q2119219) (← links)
• Uniform Hanson-Wright type concentration inequalities for unbounded entries via the entropy method (Q2184581) (← links)
• Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data (Q2196217) (← links)
• Robust covariance estimation under \(L_4\)-\(L_2\) norm equivalence (Q2196239) (← links)
• Robust modifications of U-statistics and applications to covariance estimation problems (Q2278677) (← links)
• User-friendly covariance estimation for heavy-tailed distributions (Q2292396) (← links)
• Non-asymptotic rate for high-dimensional covariance estimation with non-independent missing observations (Q2322678) (← links)
• Learning causal structure from mixed data with missing values using Gaussian copula models (Q2329770) (← links)
• Optimal estimation and rank detection for sparse spiked covariance matrices (Q2343031) (← links)
• On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA (Q2348740) (← links)
• Sparse covariance matrix estimation in high-dimensional deconvolution (Q2419664) (← links)
• SONIC: social network analysis with influencers and communities (Q2673171) (← links)
• Detecting approximate replicate components of a high-dimensional random vector with latent structure (Q2692538) (← links)
• Nonparametric covariance estimation for mixed longitudinal studies, with applications in midlife women's health (Q5037830) (← links)
• Nonconvex Low-Rank Tensor Completion from Noisy Data (Q5080674) (← links)
• Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA (Q6069877) (← links)
• Sparse precision matrix estimation with missing observations (Q6138150) (← links)
• High-dimensional estimation of quadratic variation based on penalized realized variance (Q6166018) (← links)
• Mean estimation in high dimension (Q6200221) (← links)