Pages that link to "Item:Q1000302"
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The following pages link to Covariance regularization by thresholding (Q1000302):
Displaying 50 items.
- Principal component analysis for second-order stationary vector time series (Q82525) (← links)
- Estimating sufficient reductions of the predictors in abundant high-dimensional regressions (Q116954) (← links)
- Confidence intervals for high-dimensional inverse covariance estimation (Q117382) (← links)
- Geometric median and robust estimation in Banach spaces (Q122792) (← links)
- Regularized estimation in sparse high-dimensional time series models (Q127754) (← links)
- Latent variable graphical model selection via convex optimization (Q132216) (← links)
- Non-asymptotic error controlled sparse high dimensional precision matrix estimation (Q145307) (← links)
- Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models (Q152845) (← links)
- Honest confidence regions and optimality in high-dimensional precision matrix estimation (Q152848) (← links)
- Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (Q265300) (← links)
- Scaling it up: stochastic search structure learning in graphical models (Q273600) (← links)
- Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation (Q282440) (← 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)
- Testing super-diagonal structure in high dimensional covariance matrices (Q308372) (← links)
- Robust inference of risks of large portfolios (Q308377) (← links)
- Implied basket correlation dynamics (Q308412) (← links)
- Sharp minimax tests for large covariance matrices and adaptation (Q309553) (← links)
- Thresholding least-squares inference in high-dimensional regression models (Q309566) (← links)
- Group-wise semiparametric modeling: a SCSE approach (Q321904) (← 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)
- Asymptotic theory for large volatility matrix estimation based on high-frequency financial data (Q326850) (← links)
- A regularized profile likelihood approach to covariance matrix estimation (Q334313) (← links)
- Minimax bounds for sparse PCA with noisy high-dimensional data (Q366956) (← links)
- Optimal detection of sparse principal components in high dimension (Q385763) (← 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)
- Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (Q391559) (← links)
- PCA consistency for the power spiked model in high-dimensional settings (Q391897) (← links)
- High-dimensional covariance matrix estimation with missing observations (Q395991) (← links)
- Retaining positive definiteness in thresholded matrices (Q414695) (← 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)
- UPS delivers optimal phase diagram in high-dimensional variable selection (Q450021) (← links)
- Detection of correlations (Q450041) (← links)
- Covariance matrix estimation for stationary time series (Q450046) (← links)
- Posterior convergence rates for estimating large precision matrices using graphical models (Q470497) (← links)
- Complete characterization of Hadamard powers preserving Loewner positivity, monotonicity, and convexity (Q486581) (← links)
- On nonparametric feature filters in electromagnetic imaging (Q499441) (← links)
- Covariance structure regularization via Frobenius-norm discrepancy (Q501226) (← links)
- Penalized least squares estimation with weakly dependent data (Q525888) (← links)
- Distributed parameter and state estimation in petroleum reservoirs (Q536663) (← links)
- Shrinkage tuning parameter selection in precision matrices estimation (Q538141) (← links)
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling (Q548547) (← links)
- Sparse linear discriminant analysis by thresholding for high dimensional data (Q548558) (← links)
