Pages that link to "Item:Q149569"
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The following pages link to A well-conditioned estimator for large-dimensional covariance matrices (Q149569):
Displaying 50 items.
- Principal component analysis for second-order stationary vector time series (Q82525) (← links)
- Bayesian Synthetic Likelihood (Q91055) (← links)
- Accelerating Bayesian Synthetic Likelihood With the Graphical Lasso (Q91057) (← links)
- The minimum regularized covariance determinant estimator (Q92466) (← links)
- Updating of the Gaussian graphical model through targeted penalized estimation (Q108069) (← links)
- The Generalized Ridge Estimator of the Inverse Covariance Matrix (Q108070) (← links)
- Covariate-Adjusted Tensor Classification in High-Dimensions (Q131930) (← links)
- Latent variable graphical model selection via convex optimization (Q132216) (← links)
- Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570) (← links)
- xdcclarge (Q149572) (← links)
- Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
- A two-sample test when data are contaminated (Q257616) (← links)
- Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← links)
- Estimation of a high-dimensional covariance matrix with the Stein loss (Q276961) (← links)
- A multi-country approach to forecasting output growth using PMIs (Q281037) (← links)
- A note on covariance estimation in the unbiased estimator of risk framework (Q282890) (← links)
- Estimation of noisy data: the case of partially missing information (Q283731) (← links)
- Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867) (← links)
- Spatio-temporal convolution kernels (Q298357) (← links)
- High dimensional covariance matrix estimation using a factor model (Q299275) (← links)
- A novel hybrid dimension reduction technique for undersized high dimensional gene expression data sets using information complexity criterion for cancer classification (Q308795) (← links)
- Linear shrinkage estimation of large covariance matrices using factor models (Q321913) (← links)
- Sparse and robust normal and \(t\)-portfolios by penalized \(L_q\)-likelihood minimization (Q322443) (← links)
- The role of the isotonizing algorithm in Stein's covariance matrix estimator (Q333380) (← links)
- A regularized profile likelihood approach to covariance matrix estimation (Q334313) (← links)
- Regularized LRT for large scale covariance matrices: one sample problem (Q338414) (← links)
- A direct approach to risk approximation for vast portfolios under gross-exposure constraint using high-frequency data (Q384764) (← links)
- Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors (Q385765) (← links)
- Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions (Q392081) (← links)
- Discussion of ``Correlated variables in regression: clustering and sparse estimation'' (Q394081) (← links)
- An iterative stochastic ensemble method for parameter estimation of subsurface flow models (Q401591) (← links)
- Berry-Esseen bounds for estimating undirected graphs (Q405339) (← links)
- Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators (Q406518) (← links)
- Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters (Q452889) (← links)
- On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655) (← links)
- Posterior convergence rates for estimating large precision matrices using graphical models (Q470497) (← links)
- High dimensional mean-variance optimization through factor analysis (Q476227) (← links)
- On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator (Q485922) (← links)
- Data-driven shrinkage of the spectral density matrix of a high-dimensional time series (Q489160) (← links)
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- Inference in regression models with many regressors (Q528054) (← links)
- Ensemble Kalman filtering with shrinkage regression techniques (Q536583) (← links)
- Regularized generalized canonical correlation analysis (Q538813) (← links)
- High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation (Q620558) (← links)
- A note on improving quadratic inference functions using a linear shrinkage approach (Q631550) (← links)
- Comparison of different estimation techniques for portfolio selection (Q636161) (← links)
- The generalized shrinkage estimator for the analysis of functional connectivity of brain signals (Q641159) (← links)
- Eigenvectors of some large sample covariance matrix ensembles (Q644783) (← links)
