Pages that link to "Item:Q265300"

The following pages link to Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (Q265300):

Displaying 19 items.

• Identifiability and estimation of meta-elliptical copula generators (Q110522) (← links)
• Robust inference of risks of large portfolios (Q308377) (← 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)
• ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models (Q1990586) (← links)
• The finite sample properties of sparse M-estimators with pseudo-observations (Q2075446) (← links)
• Inference in latent factor regression with clusterable features (Q2137004) (← links)
• Adaptive estimation in structured factor models with applications to overlapping clustering (Q2215724) (← links)
• Robust modifications of U-statistics and applications to covariance estimation problems (Q2278677) (← links)
• Moment inequalities for matrix-valued U-statistics of order 2 (Q2279328) (← links)
• Large covariance estimation through elliptical factor models (Q2413594) (← links)
• Detecting approximate replicate components of a high-dimensional random vector with latent structure (Q2692538) (← links)
• Kernel-Based Tests for Joint Independence (Q4603812) (← links)
• ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions (Q4690955) (← links)
• ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS (Q5024496) (← links)
• (Q5148943) (← links)
• Robust Causal Structure Learning with Some Hidden Variables (Q5234409) (← links)
• An improved banded estimation for large covariance matrix (Q5875206) (← links)
• Rejoinder of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation'' (Q5965318) (← links)