Pages that link to "Item:Q4547584"

The following pages link to Spectral models for covariance matrices (Q4547584):

Displaying 22 items.

• Estimating common principal components in high dimensions (Q95891) (← links)
• Model-based principal components of correlation matrices (Q391551) (← links)
• Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
• Principal components on coefficient of variation matrices (Q537346) (← links)
• Simultaneous modelling of the Cholesky decomposition of several covariance matrices (Q873623) (← links)
• Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832) (← links)
• Unconstrained representation of orthogonal matrices with application to common principal components (Q2032213) (← links)
• A shrinkage approach to joint estimation of multiple covariance matrices (Q2036300) (← links)
• Principal regression for high dimensional covariance matrices (Q2233571) (← links)
• Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components (Q2237828) (← links)
• Efficient computation for differential network analysis with applications to quadratic discriminant analysis (Q2291319) (← links)
• A link-free approach for testing common indices for three or more multi-index models (Q2374411) (← links)
• Optimal rank-based tests for common principal components (Q2435252) (← links)
• Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors (Q2493138) (← links)
• Newton algorithms for analytic rotation: an implicit function approach (Q2517904) (← links)
• Second-order accurate inference on eigenvalues of covariance and correlation matrices (Q2571814) (← links)
• Reduced-rank estimation of the difference between two covariance matrices (Q2655065) (← links)
• More on the Kronecker Structured Covariance Matrix (Q2920054) (← links)
• Testing for Common Principal Components under Heterokurticity (Q3068110) (← links)
• Multilinear Common Component Analysis via Kronecker Product Representation (Q5033557) (← links)
• Reducing subspace models for large‐scale covariance regression (Q6055710) (← links)
• Semiparametric partial common principal component analysis for covariance matrices (Q6079248) (← links)