Pages that link to "Item:Q5503378"
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The following pages link to Covariance matrix selection and estimation via penalised normal likelihood (Q5503378):
Displayed 50 items.
- Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
- Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors (Q385765) (← links)
- Minimax optimal estimation of general bandable covariance matrices (Q391515) (← links)
- Combining models in longitudinal data analysis (Q421419) (← links)
- Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood (Q444979) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Posterior convergence rates for estimating large precision matrices using graphical models (Q470497) (← links)
- Mean-variance portfolio optimization when means and covariances are unknown (Q641134) (← links)
- A cautionary note on generalized linear models for covariance of unbalanced longitudinal data (Q651076) (← links)
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724) (← links)
- Regularization in statistics (Q882931) (← links)
- Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix (Q901577) (← links)
- High dimensional posterior convergence rates for decomposable graphical models (Q902216) (← links)
- Shrinkage and model selection with correlated variables via weighted fusion (Q961274) (← links)
- Tests for Gaussian graphical models (Q961382) (← links)
- Optimal rates of convergence for covariance matrix estimation (Q988000) (← links)
- Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832) (← links)
- Covariance regularization by thresholding (Q1000302) (← links)
- Operator norm consistent estimation of large-dimensional sparse covariance matrices (Q1000305) (← links)
- Flexible covariance estimation in graphical Gaussian models (Q1000308) (← links)
- Regularized parameter estimation of high dimensional distribution (Q1015875) (← links)
- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
- Sparsistency and rates of convergence in large covariance matrix estimation (Q1043730) (← links)
- Adaptive covariance matrix estimation through block thresholding (Q1940765) (← links)
- Sparse permutation invariant covariance estimation (Q1951760) (← links)
- Estimation of Gaussian graphs by model selection (Q1951762) (← links)
- High dimensional sparse covariance estimation via directed acyclic graphs (Q1952020) (← links)
- Penalized model-based clustering with unconstrained covariance matrices (Q1952033) (← links)
- Adaptive estimation of covariance matrices via Cholesky decomposition (Q1952094) (← links)
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence (Q1952214) (← links)
- Bayesian structure learning in graphical models (Q2018602) (← links)
- Network exploration via the adaptive LASSO and SCAD penalties (Q2270657) (← links)
- Goodness-of-fit tests for high-dimensional Gaussian linear models (Q2380086) (← links)
- Maximum L\(q\)-likelihood estimation (Q2380087) (← links)
- Penalized model-based clustering (Q2426832) (← links)
- Wishart distributions for decomposable covariance graph models (Q2429939) (← links)
- Asymptotically optimal estimating equation with strongly consistent solutions for longitudinal data (Q2437887) (← links)
- Covariance and precision matrix estimation for high-dimensional time series (Q2443210) (← links)
- Regularized multivariate regression models with skew-\(t\) error distributions (Q2448807) (← links)
- Design-free estimation of variance matrices (Q2451793) (← links)
- Regularized estimation of large covariance matrices (Q2477058) (← links)
- Sparse estimation of large covariance matrices via a nested Lasso penalty (Q2482977) (← links)
- Regularized Parameter Estimation in High-Dimensional Gaussian Mixture Models (Q3016190) (← links)
- Joint Mean-Covariance Models with Applications to Longitudinal Data in Partially Linear Model (Q3100637) (← links)
- A Penalized Spline Approach to Functional Mixed Effects Model Analysis (Q3100786) (← links)
- Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199) (← links)
- Estimating spatial covariance using penalised likelihood with weighted<i>L</i><sub>1</sub>penalty (Q3182743) (← links)
- Efficient Estimation in Marginal Partially Linear Models for Longitudinal/Clustered Data Using Splines (Q3505344) (← links)
- A priori weighting for parameter estimation (Q3516727) (← links)
- Detecting the Dimensionality for Principal Components Model (Q3589989) (← links)
