Factor-guided estimation of large covariance matrix function with conditional functional sparsity
From MaRDI portal
Cites work
- A useful variant of the Davis-Kahan theorem for statisticians
- Adaptive Functional Thresholding for Sparse Covariance Function Estimation in High Dimensions
- Adaptive thresholding for sparse covariance matrix estimation
- An \(\ell_{\infty}\) eigenvector perturbation bound and its application
- An autocovariance-based learning framework for high-dimensional functional time series
- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes
- Copula Gaussian Graphical Models for Functional Data
- Das asymptotische Verteilungsgesetz der Eigenwerte linearer partieller Differentialgleichungen (mit einer Anwendung auf die Theorie der Hohlraumstrahlung).
- Determining the Number of Factors in Approximate Factor Models
- Eigenvalue ratio test for the number of factors
- Factor modeling for high-dimensional time series: inference for the number of factors
- Factor models for high‐dimensional functional time series I: Representation results
- Factor models for high‐dimensional functional time series II: Estimation and forecasting
- Functional Linear Regression: Dependence and Error Contamination
- High dimensional covariance matrix estimation using a factor model
- Inferential Theory for Factor Models of Large Dimensions
- Joint Measures and Cross-Covariance Operators
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- Linear processes in function spaces. Theory and applications
- Multivariate functional linear regression and prediction
- Multivariate functional principal component analysis for data observed on different (dimensional) domains
- Multivariate functional principal component analysis: A normalization approach
- Nonparametric estimation of large covariance matrices with conditional sparsity
- On consistency and sparsity for high-dimensional functional time series with application to autoregressions
- Optimal Linear Discriminant Analysis for High-Dimensional Functional Data
- Rank determination in tensor factor model
- Regularized estimation in sparse high-dimensional time series models
- Statistical inferences for functional data
- Testing stationarity of functional time series
- The Adaptive Lasso and Its Oracle Properties
- Theoretical foundations of functional data analysis, with an introduction to linear operators
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
This page was built for publication: Factor-guided estimation of large covariance matrix function with conditional functional sparsity
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6930847)
