Pages that link to "Item:Q1000305"

The following pages link to Operator norm consistent estimation of large-dimensional sparse covariance matrices (Q1000305):

Displaying 50 items.

• Latent variable graphical model selection via convex optimization (Q132216) (← links)
• Asymptotic normality and optimalities in estimation of large Gaussian graphical models (Q152845) (← links)
• Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation (Q282440) (← links)
• Regularization for high-dimensional covariance matrix (Q287603) (← links)
• Thresholding least-squares inference in high-dimensional regression models (Q309566) (← 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)
• High-dimensional covariance matrix estimation with missing observations (Q395991) (← links)
• Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
• Covariance matrix estimation for stationary time series (Q450046) (← links)
• Posterior convergence rates for estimating large precision matrices using graphical models (Q470497) (← links)
• 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)
• Partial estimation of covariance matrices (Q714954) (← 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 penalized empirical likelihood method in high dimensions (Q741795) (← links)
• A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions (Q829737) (← 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)
• Estimation of functionals of sparse covariance matrices (Q892255) (← links)
• Estimation of the inverse scatter matrix of an elliptically symmetric distribution (Q900790) (← links)
• Nonstationary covariance modeling for incomplete data: Monte Carlo EM approach (Q901595) (← 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)
• Model-based clustering of high-dimensional data: a review (Q1621282) (← links)
• Estimating large correlation matrices for international migration (Q1624816) (← links)
• Debt dynamics in Europe: a network general equilibrium GVAR approach (Q1657638) (← links)
• Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
• Perturbations and projections of Kalman-Bucy semigroups (Q1660302) (← links)
• Asymptotic performance of PCA for high-dimensional heteroscedastic data (Q1661372) (← links)
• A simple numerical method based simultaneous stochastic perturbation for estimation of high dimensional matrices (Q1710944) (← links)
• Spectral clustering via sparse graph structure learning with application to proteomic signaling networks in cancer (Q1727851) (← links)
• The spectral norm of random inner-product kernel matrices (Q1729691) (← links)
• A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) (← links)
• An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation (Q1796959) (← links)
• Weak convergence of the empirical spectral distribution of high-dimensional band sample covariance matrices (Q1800935) (← links)
• Convergence of the largest eigenvalue of normalized sample covariance matrices when \(p\) and \(n\) both tend to infinity with their ratio converging to zero (Q1932236) (← links)
• Discussion: Latent variable graphical model selection via convex optimization (Q1940763) (← links)
• Rejoinder: Latent variable graphical model selection via convex optimization (Q1940764) (← links)
• Adaptive covariance matrix estimation through block thresholding (Q1940765) (← links)