Pages that link to "Item:Q5256116"
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The following pages link to Generalized Thresholding of Large Covariance Matrices (Q5256116):
Displaying 50 items.
- Non-asymptotic error controlled sparse high dimensional precision matrix estimation (Q145307) (← links)
- Scaling it up: stochastic search structure learning in graphical models (Q273600) (← links)
- Regularization for high-dimensional covariance matrix (Q287603) (← links)
- More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
- Matrix positivity preservers in fixed dimension. I (Q291760) (← links)
- Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867) (← links)
- Linear shrinkage estimation of large covariance matrices using factor models (Q321913) (← links)
- Minimax bounds for sparse PCA with noisy high-dimensional data (Q366956) (← links)
- Tests for covariance matrix with fixed or divergent dimension (Q385784) (← links)
- Minimax optimal estimation of general bandable covariance matrices (Q391515) (← links)
- High-dimensional covariance matrix estimation with missing observations (Q395991) (← links)
- Model selection and estimation in the matrix normal graphical model (Q413758) (← links)
- A Bayesian information criterion for portfolio selection (Q429627) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- High-dimensional covariance matrix estimation in approximate factor models (Q450002) (← links)
- Posterior convergence rates for estimating large precision matrices using graphical models (Q470497) (← links)
- On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator (Q485922) (← links)
- Risks of large portfolios (Q494174) (← links)
- Individual-specific, sparse inverse covariance estimation in generalized estimating equations (Q504468) (← links)
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724) (← links)
- Partial estimation of covariance matrices (Q714954) (← links)
- How close is the sample covariance matrix to the actual covariance matrix? (Q715740) (← links)
- Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data (Q739584) (← links)
- Optimal rates of convergence for sparse covariance matrix estimation (Q741791) (← links)
- Empirical likelihood test for the equality of several high-dimensional covariance matrices (Q824242) (← links)
- Estimation of linear functional of large spectral density matrix and application to Whittle's approach (Q825341) (← links)
- Ensemble sparse estimation of covariance structure for exploring genetic disease data (Q830118) (← links)
- Estimation of functionals of sparse covariance matrices (Q892255) (← links)
- Estimation of the inverse scatter matrix of an elliptically symmetric distribution (Q900790) (← links)
- Inference for high-dimensional differential correlation matrices (Q900795) (← links)
- Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix (Q901577) (← links)
- Shrinkage and model selection with correlated variables via weighted fusion (Q961274) (← links)
- Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
- Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions (Q1659485) (← links)
- Sparse estimation of high-dimensional correlation matrices (Q1660228) (← links)
- Estimating large covariance matrix with network topology for high-dimensional biomedical data (Q1663109) (← 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)
- Spectral clustering via sparse graph structure learning with application to proteomic signaling networks in cancer (Q1727851) (← links)
- Covariance-insured screening (Q1727857) (← links)
- The spectral norm of random inner-product kernel matrices (Q1729691) (← 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)
- A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
- Covariance estimation via sparse Kronecker structures (Q1750103) (← links)
- Testing independence with high-dimensional correlated samples (Q1750290) (← links)
- Factor-adjusted multiple testing of correlations (Q1796926) (← links)
- An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation (Q1796959) (← links)
- Adaptive covariance matrix estimation through block thresholding (Q1940765) (← links)
- Structural shrinkage of nonparametric spectral estimators for multivariate time series (Q1951770) (← links)
