Pages that link to "Item:Q5272340"
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The following pages link to A Random Matrix-Theoretic Approach to Handling Singular Covariance Estimates (Q5272340):
Displayed 9 items.
- A note on improving quadratic inference functions using a linear shrinkage approach (Q631550) (← links)
- On principal components regression, random projections, and column subsampling (Q1616329) (← links)
- Increasing the accuracy of solving discrete ill-posed problems by the random projection method (Q1711397) (← links)
- High-dimensional correlation matrix estimation for general continuous data with Bagging technique (Q2102349) (← links)
- Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
- Random projections as regularizers: learning a linear discriminant from fewer observations than dimensions (Q2353006) (← links)
- Change-Point Detection of the Mean Vector with Fewer Observations than the Dimension Using Instantaneous Normal Random Projections (Q2833372) (← links)
- Sufficient ensemble size for random matrix theory-based handling of singular covariance matrices (Q5132231) (← links)
- Assessing the estimation of nearly singular covariance matrices for modeling spatial variables (Q6144425) (← links)