Pages that link to "Item:Q4573154"
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The following pages link to Robust Shrinkage Estimation of High-Dimensional Covariance Matrices (Q4573154):
Displayed 20 items.
- Gaussian and robust Kronecker product covariance estimation: existence and uniqueness (Q290708) (← links)
- Marčenko-Pastur law for Tyler's M-estimator (Q290712) (← links)
- Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators (Q406518) (← links)
- Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals (Q900808) (← links)
- Kernel generalized canonical correlation analysis (Q1663211) (← links)
- Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102) (← links)
- Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators (Q2065296) (← links)
- Relaxing the Gaussian assumption in shrinkage and SURE in high dimension (Q2105194) (← links)
- Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
- Improving portfolios global performance using a cleaned and robust covariance matrix estimate (Q2153647) (← links)
- Robust sparse covariance estimation by thresholding Tyler's M-estimator (Q2176609) (← links)
- Principal regression for high dimensional covariance matrices (Q2233571) (← links)
- Kronecker-structured covariance models for multiway data (Q2678238) (← links)
- Weighted Elastic Net Penalized Mean-Variance Portfolio Design and Computation (Q3465255) (← links)
- Adaptive control and signal processing literature survey (No. 27) (Q4908491) (← links)
- An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations (Q5044660) (← links)
- Multivariate Myriad Filters Based on Parameter Estimation of Student-$t$ Distributions (Q5109276) (← links)
- Conic Geometric Optimization on the Manifold of Positive Definite Matrices (Q5252529) (← links)
- Tyler's and Maronna's M-estimators: non-asymptotic concentration results (Q6097559) (← links)
- The minimum weighted covariance determinant estimator for high-dimensional data (Q6161665) (← links)