Pages that link to "Item:Q1000305"
From MaRDI portal
The following pages link to Operator norm consistent estimation of large-dimensional sparse covariance matrices (Q1000305):
Displayed 16 items.
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling (Q548547) (← links)
- On information plus noise kernel random matrices (Q605943) (← links)
- High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation (Q620558) (← links)
- High-dimensional analysis of semidefinite relaxations for sparse principal components (Q834367) (← links)
- Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA (Q842930) (← links)
- The spectrum of kernel random matrices (Q847627) (← links)
- Shrinkage and model selection with correlated variables via weighted fusion (Q961274) (← links)
- Optimal rates of convergence for covariance matrix estimation (Q988000) (← links)
- Covariance regularization by thresholding (Q1000302) (← links)
- Consistency of restricted maximum likelihood estimators of principal components (Q1018640) (← links)
- Sparsistency and rates of convergence in large covariance matrix estimation (Q1043730) (← links)
- Vast volatility matrix estimation for high-frequency financial data (Q2380093) (← links)
- Regression on manifolds: estimation of the exterior derivative (Q2429924) (← links)
- Regularized Parameter Estimation in High-Dimensional Gaussian Mixture Models (Q3016190) (← links)
- Statistical challenges of high-dimensional data (Q3559944) (← links)
- Discussion of: Treelets -- an adaptive multi-scale basis for sparse unordered data (Q5970952) (← links)