Pages that link to "Item:Q450002"
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The following pages link to High-dimensional covariance matrix estimation in approximate factor models (Q450002):
Displayed 50 items.
- Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867) (← links)
- Robust inference of risks of large portfolios (Q308377) (← links)
- Linear shrinkage estimation of large covariance matrices using factor models (Q321913) (← links)
- Two kinds of variance/covariance estimates in linear mixed models (Q361874) (← links)
- High dimensional mean-variance optimization through factor analysis (Q476227) (← links)
- Dual subgradient algorithms for large-scale nonsmooth learning problems (Q484132) (← links)
- Risks of large portfolios (Q494174) (← links)
- A high dimensional two-sample test under a low dimensional factor structure (Q495362) (← links)
- Determining the number of factors when the number of factors can increase with sample size (Q506051) (← links)
- Posterior contraction rates of the phylogenetic Indian buffet processes (Q516479) (← links)
- High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
- Estimation of functionals of sparse covariance matrices (Q892255) (← links)
- Testing of high dimensional mean vectors via approximate factor model (Q897642) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- Testing covariates in high dimension linear regression with latent factors (Q901275) (← links)
- Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes (Q1621717) (← links)
- Adaptive test for mean vectors of high-dimensional time series data with factor structure (Q1622117) (← links)
- Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701) (← links)
- Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
- A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\) (Q1659185) (← links)
- Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions (Q1659485) (← links)
- An adaptive test for the mean vector in large-\(p\)-small-\(n\) problems (Q1663250) (← links)
- Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
- Using principal component analysis to estimate a high dimensional factor model with high-frequency data (Q1676387) (← links)
- Pivotal variable detection of the covariance matrix and its application to high-dimensional factor models (Q1704016) (← links)
- Robust covariance estimation for approximate factor models (Q1739628) (← links)
- Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data (Q1739632) (← links)
- Factor models for matrix-valued high-dimensional time series (Q1739643) (← 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)
- Quasi maximum likelihood analysis of high dimensional constrained factor models (Q1792465) (← links)
- Factor-adjusted multiple testing of correlations (Q1796926) (← links)
- Semiparametric model for covariance regression analysis (Q2008100) (← links)
- Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
- Dynamic spatial panel data models with common shocks (Q2043260) (← links)
- Multivariate variable selection by means of null-beamforming (Q2044421) (← links)
- Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
- Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
- Statistical analysis of sparse approximate factor models (Q2199708) (← links)
- Detecting granular time series in large panels (Q2224994) (← links)
- Bootstrapping factor models with cross sectional dependence (Q2227057) (← links)
- Estimation and inference of change points in high-dimensional factor models (Q2227075) (← links)
- Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error (Q2233583) (← links)
- A semiparametric latent factor model for large scale temporal data with heteroscedasticity (Q2237806) (← links)
- A note on statistical analysis of factor models of high dimension (Q2238502) (← links)
- Fixed-effects dynamic spatial panel data models and impulse response analysis (Q2294515) (← links)
- Exponent of cross-sectional dependence for residuals (Q2297944) (← links)
- High-dimensional multivariate realized volatility estimation (Q2323370) (← links)
- Tests for overidentifying restrictions in factor-augmented VAR models (Q2343754) (← links)
- Simultaneous selection of predictors and responses for high dimensional multivariate linear regression (Q2406795) (← links)