Pages that link to "Item:Q741791"

The following pages link to Optimal rates of convergence for sparse covariance matrix estimation (Q741791):

Displaying 50 items.

• Asymptotic normality and optimalities in estimation of large Gaussian graphical models (Q152845) (← links)
• Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (Q265300) (← links)
• Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation (Q282440) (← links)
• Optimal large-scale quantum state tomography with Pauli measurements (Q282466) (← links)
• Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867) (← links)
• Robust inference of risks of large portfolios (Q308377) (← links)
• Bernstein-von Mises theorems for functionals of the covariance matrix (Q309540) (← links)
• Linear shrinkage estimation of large covariance matrices using factor models (Q321913) (← links)
• Sparse PCA-based on high-dimensional Itô processes with measurement errors (Q321930) (← links)
• Estimation of matrices with row sparsity (Q327303) (← links)
• Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors (Q385765) (← links)
• Goodness-of-fit testing-based selection for large-\(p\)-small-\(n\) problems: a two-stage ranking approach (Q393551) (← links)
• Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector (Q470502) (← 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)
• A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery (Q820791) (← links)
• Inference for high-dimensional differential correlation matrices (Q900795) (← links)
• Optimal Bayesian minimax rates for unconstrained large covariance matrices (Q1631606) (← links)
• Sparse estimation of high-dimensional correlation matrices (Q1660228) (← links)
• The spectral norm of random inner-product kernel matrices (Q1729691) (← links)
• Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data (Q1750098) (← links)
• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) (← links)
• High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination (Q1753147) (← links)
• Robust covariance and scatter matrix estimation under Huber's contamination model (Q1800790) (← links)
• Weak convergence of the empirical spectral distribution of high-dimensional band sample covariance matrices (Q1800935) (← links)
• Adaptive covariance matrix estimation through block thresholding (Q1940765) (← links)
• An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss (Q2008097) (← links)
• Bayesian inference for high-dimensional decomposable graphs (Q2044345) (← links)
• Positive-definite modification of a covariance matrix by minimizing the matrix \(\ell_{\infty}\) norm with applications to portfolio optimization (Q2068898) (← links)
• The finite sample properties of sparse M-estimators with pseudo-observations (Q2075446) (← links)
• The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate (Q2079610) (← links)
• Obtaining minimax lower bounds: a review (Q2131929) (← links)
• Nonparametric matrix regression function estimation over symmetric positive definite matrices (Q2132023) (← links)
• Bayesian joint inference for multiple directed acyclic graphs (Q2146452) (← links)
• A factor-GARCH model for high dimensional volatilities (Q2155653) (← links)
• Robust sparse covariance estimation by thresholding Tyler's M-estimator (Q2176609) (← links)
• Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
• Statistical and computational limits for sparse matrix detection (Q2196237) (← links)
• Minimax estimation of large precision matrices with bandable Cholesky factor (Q2215744) (← links)
• Estimation and inference for precision matrices of nonstationary time series (Q2215745) (← links)
• Minimax estimation of covariance and precision matrices for high-dimensional time series with long-memory (Q2244587) (← links)
• Data science, big data and statistics (Q2273155) (← links)
• Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors (Q2284379) (← links)
• Exponent of cross-sectional dependence for residuals (Q2297944) (← links)
• Tight lower bound of sparse covariance matrix estimation in the local differential privacy model (Q2310743) (← links)
• High-dimensional autocovariance matrices and optimal linear prediction (Q2340876) (← links)
• Optimal estimation and rank detection for sparse spiked covariance matrices (Q2343031) (← links)
• Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions (Q2348449) (← links)
• Inferences in panel data with interactive effects using large covariance matrices (Q2398975) (← links)
• Large covariance estimation through elliptical factor models (Q2413594) (← links)