Pages that link to "Item:Q299275"
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The following pages link to High dimensional covariance matrix estimation using a factor model (Q299275):
Displayed 6 items.
- Distribution-free tests for no effect of treatment in heteroscedastic functional data under both weak and long range dependence (Q135481) (← links)
- Covariance regularization by thresholding (Q1000302) (← links)
- Consistency of restricted maximum likelihood estimators of principal components (Q1018640) (← links)
- Regularized estimation of large covariance matrices (Q2477058) (← links)
- Sparse estimation of large covariance matrices via a nested Lasso penalty (Q2482977) (← links)
- Inference from heteroscedastic functional data (Q5189266) (← links)