Pages that link to "Item:Q450002"

The following pages link to High-dimensional covariance matrix estimation in approximate factor models (Q450002):

Displaying 50 items.

• Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867) (← links)
• Robust inference of risks of large portfolios (Q308377) (← links)
• Linear shrinkage estimation of large covariance matrices using factor models (Q321913) (← links)
• Two kinds of variance/covariance estimates in linear mixed models (Q361874) (← links)
• High dimensional mean-variance optimization through factor analysis (Q476227) (← links)
• Dual subgradient algorithms for large-scale nonsmooth learning problems (Q484132) (← links)
• Risks of large portfolios (Q494174) (← links)
• A high dimensional two-sample test under a low dimensional factor structure (Q495362) (← links)
• Determining the number of factors when the number of factors can increase with sample size (Q506051) (← links)
• Posterior contraction rates of the phylogenetic Indian buffet processes (Q516479) (← links)
• High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
• Estimation of functionals of sparse covariance matrices (Q892255) (← links)
• Testing of high dimensional mean vectors via approximate factor model (Q897642) (← links)
• Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
• Testing covariates in high dimension linear regression with latent factors (Q901275) (← links)
• Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes (Q1621717) (← links)
• Adaptive test for mean vectors of high-dimensional time series data with factor structure (Q1622117) (← links)
• Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701) (← links)
• Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
• A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\) (Q1659185) (← links)
• Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions (Q1659485) (← links)
• An adaptive test for the mean vector in large-\(p\)-small-\(n\) problems (Q1663250) (← links)
• Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
• Using principal component analysis to estimate a high dimensional factor model with high-frequency data (Q1676387) (← links)
• Pivotal variable detection of the covariance matrix and its application to high-dimensional factor models (Q1704016) (← links)
• Robust covariance estimation for approximate factor models (Q1739628) (← links)
• Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data (Q1739632) (← links)
• Factor models for matrix-valued high-dimensional time series (Q1739643) (← links)
• A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) (← links)
• Quasi maximum likelihood analysis of high dimensional constrained factor models (Q1792465) (← links)
• Factor-adjusted multiple testing of correlations (Q1796926) (← links)
• Semiparametric model for covariance regression analysis (Q2008100) (← links)
• Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
• Dynamic spatial panel data models with common shocks (Q2043260) (← links)
• Multivariate variable selection by means of null-beamforming (Q2044421) (← links)
• Conditional rotation between forecasting models (Q2106365) (← links)
• Adaptive estimation in multivariate response regression with hidden variables (Q2131249) (← links)
• Statistical inference for principal components of spiked covariance matrices (Q2131269) (← links)
• Rank determination in tensor factor model (Q2136659) (← links)
• High-dimensional sufficient dimension reduction through principal projections (Q2136660) (← links)
• Inference in latent factor regression with clusterable features (Q2137004) (← links)
• Bayesian factor-adjusted sparse regression (Q2155305) (← links)
• A factor-GARCH model for high dimensional volatilities (Q2155653) (← links)
• Inference on covariance-mean regression (Q2172004) (← links)
• Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
• Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
• Statistical analysis of sparse approximate factor models (Q2199708) (← links)
• Detecting granular time series in large panels (Q2224994) (← links)
• Bootstrapping factor models with cross sectional dependence (Q2227057) (← links)